+4.6%
CMCSA vs CCEP
+237.8%
-233.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -5.6% |
| 7D | -8.3% | -3.7% | -4.6% | -6.9% |
| 30D | -2.4% | -2.1% | -0.3% | -1.6% |
| 3M | +4.5% | +7.2% | -2.7% | +1.7% |
| 6M | -18.8% | +3.3% | -22.0% | -20.0% |
| YTD | -8.9% | +15.7% | -24.6% | -14.4% |
| 1Y | -18.3% | +16.6% | -34.9% | -23.5% |
| 3Y | -35.0% | +84.3% | -119.2% | -49.8% |
| 5Y | -48.2% | +109.0% | -157.2% | -62.6% |
| 10Y | +4.6% | +238.1% | -233.6% | -34.4% |
| All | +4.6% | +237.8% | -233.3% | -34.4% |
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