-45.0%
CMCSA vs CCEP
+108.6%
-153.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | +3.8% | -1.6% | +5.4% | +4.5% |
| 3M | +12.3% | +11.9% | +0.5% | +7.6% |
| 6M | -15.4% | +7.5% | -22.8% | -17.9% |
| YTD | -2.5% | +18.7% | -21.2% | -9.2% |
| 1Y | -13.4% | +21.4% | -34.8% | -20.1% |
| 3Y | -30.4% | +89.1% | -119.5% | -47.5% |
| 5Y | -45.0% | +108.7% | -153.7% | -59.9% |
| All | -45.0% | +108.6% | -153.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling