+341.1%
CCEP vs Z
-19.5%
+360.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.7% |
| 7D | +5.4% | -6.5% | +11.8% | +6.0% |
| 30D | +12.8% | -0.1% | +12.9% | +12.5% |
| 3M | +10.9% | -14.1% | +25.0% | +12.3% |
| 6M | +25.6% | -30.1% | +55.7% | +29.9% |
| YTD | +31.0% | -57.5% | +88.5% | +42.4% |
| 1Y | +32.3% | -60.3% | +92.6% | +44.7% |
| 3Y | +110.5% | -21.0% | +131.6% | +106.4% |
| 5Y | +141.8% | -54.9% | +196.7% | +144.9% |
| 10Y | +341.1% | -16.0% | +357.2% | +271.1% |
| All | +341.1% | -19.5% | +360.6% | +271.1% |
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