+3.2%
CMCSA vs CCEP
+336.4%
-333.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +18.8% | +11.0% | +7.8% | +14.0% |
| 3M | -1.1% | +9.2% | -10.3% | -4.5% |
| 6M | +2.5% | +27.2% | -24.7% | -6.9% |
| YTD | -6.7% | +30.3% | -37.0% | -16.5% |
| 1Y | 0.0% | +28.7% | -28.7% | -10.1% |
| 3Y | -28.9% | +109.4% | -138.3% | -48.2% |
| 5Y | -41.1% | +144.1% | -185.2% | -60.4% |
| All | +3.2% | +336.4% | -333.2% | -40.4% |
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