+305.9%
CCEP vs Z
+25.1%
+280.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.9% |
| 7D | -3.1% | -3.0% | -0.1% | -2.7% |
| 30D | -2.6% | -4.2% | +1.6% | -2.3% |
| 3M | +14.9% | -3.7% | +18.6% | +15.0% |
| 6M | +2.3% | -24.5% | +26.8% | +4.8% |
| YTD | +17.8% | -49.3% | +67.1% | +25.7% |
| 1Y | +24.2% | -58.7% | +82.9% | +35.3% |
| 3Y | +84.7% | -34.1% | +118.9% | +86.1% |
| 5Y | +103.2% | -64.5% | +167.7% | +110.5% |
| 10Y | +257.4% | -0.5% | +257.9% | +200.0% |
| All | +305.9% | +25.1% | +280.8% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling