+148.2%
CCEP vs Z
-55.4%
+203.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.7% |
| 7D | +2.6% | -4.6% | +7.1% | +3.0% |
| 30D | +15.1% | +8.3% | +6.8% | +13.9% |
| 3M | +7.3% | -11.6% | +18.9% | +8.4% |
| 6M | +23.4% | -33.6% | +57.1% | +28.2% |
| YTD | +29.4% | -56.7% | +86.1% | +40.3% |
| 1Y | +34.2% | -59.1% | +93.4% | +46.4% |
| 3Y | +108.4% | -20.4% | +128.7% | +100.7% |
| All | +148.2% | -55.4% | +203.6% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling