+160.1%
CCEP vs ZCMD
-100.0%
+260.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +11.0% | -28.5% | +39.4% | +11.2% |
| 3M | +9.2% | -56.5% | +65.7% | +9.8% |
| 6M | +27.2% | -99.7% | +126.8% | +31.7% |
| YTD | +30.3% | -99.9% | +130.2% | +35.8% |
| 1Y | +28.7% | -99.9% | +128.6% | +34.6% |
| 3Y | +109.4% | -100.0% | +209.4% | +125.4% |
| 5Y | +144.1% | -100.0% | +244.1% | +163.5% |
| All | +160.1% | -100.0% | +260.1% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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