+109.0%
CCEP vs ZCMD
-100.0%
+209.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.6% |
| 7D | -3.7% | -4.1% | +0.5% | -3.6% |
| 30D | -2.1% | -22.7% | +20.6% | -1.9% |
| 3M | +7.2% | -62.5% | +69.7% | +6.8% |
| 6M | +3.3% | -99.5% | +102.7% | +6.2% |
| YTD | +15.7% | -99.7% | +115.4% | +19.5% |
| 1Y | +16.6% | -99.9% | +116.5% | +21.3% |
| 3Y | +84.3% | -100.0% | +184.3% | +97.5% |
| 5Y | +109.0% | -100.0% | +209.0% | +118.6% |
| All | +109.0% | -100.0% | +209.0% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling