-12.7%
CLX vs CCEP
+109.7%
-122.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +13.6% | +2.6% | +11.0% | +12.2% |
| 30D | +23.4% | +15.1% | +8.2% | +16.1% |
| 3M | -2.8% | +7.3% | -10.1% | -5.9% |
| 6M | +14.0% | +23.4% | -9.4% | +3.9% |
| YTD | +4.2% | +29.4% | -25.2% | -6.5% |
| 1Y | -1.2% | +34.2% | -35.4% | -12.5% |
| 3Y | -12.7% | +108.4% | -121.0% | -31.1% |
| All | -12.7% | +109.7% | -122.4% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling