-2.5%
CLX vs CCEP
+244.1%
-246.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.5% | -1.0% | -2.6% | -3.4% |
| 30D | -11.9% | -1.6% | -10.3% | -11.7% |
| 3M | -2.6% | +11.9% | -14.5% | -4.2% |
| 6M | -18.2% | +7.5% | -25.6% | -19.1% |
| YTD | -5.9% | +18.7% | -24.6% | -8.1% |
| 1Y | -23.8% | +21.4% | -45.2% | -25.8% |
| 3Y | -33.6% | +89.1% | -122.7% | -38.2% |
| 5Y | -35.7% | +108.7% | -144.4% | -41.1% |
| 10Y | -2.5% | +241.0% | -243.5% | -15.4% |
| All | -2.5% | +244.1% | -246.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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