+302.3%
CCEP vs Z
-11.7%
+314.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.7% |
| 7D | +1.7% | -5.2% | +6.8% | +2.2% |
| 30D | +12.7% | +5.7% | +7.0% | +11.8% |
| 3M | +8.5% | -8.7% | +17.2% | +9.2% |
| 6M | +25.6% | -26.0% | +51.5% | +29.0% |
| YTD | +30.9% | -55.0% | +86.0% | +41.5% |
| 1Y | +32.0% | -58.0% | +89.9% | +43.6% |
| 3Y | +110.9% | -15.2% | +126.1% | +105.0% |
| 5Y | +138.5% | -53.8% | +192.3% | +140.9% |
| 10Y | +302.3% | -14.5% | +316.8% | +227.8% |
| All | +302.3% | -11.7% | +314.0% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling