+230.1%
CCEP vs ZBRA
+435.2%
-205.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.4% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | -4.0% | -7.4% | +3.4% | -2.8% |
| 3M | +5.2% | +57.5% | -52.3% | -3.6% |
| 6M | +2.7% | +64.0% | -61.3% | -7.0% |
| YTD | +14.5% | +44.3% | -29.8% | +5.5% |
| 1Y | +17.2% | +10.9% | +6.3% | +12.8% |
| 3Y | +79.3% | +37.5% | +41.8% | +58.7% |
| 5Y | +106.8% | -39.7% | +146.4% | +115.7% |
| All | +230.1% | +435.2% | -205.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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