+604.2%
COST vs CCEP
+236.5%
+367.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.5% | -5.7% | +3.3% | -1.1% |
| 30D | -4.4% | -3.4% | -1.0% | -3.6% |
| 3M | -8.1% | +5.5% | -13.6% | -9.4% |
| 6M | -9.2% | +2.2% | -11.5% | -10.0% |
| YTD | +5.1% | +14.6% | -9.5% | +1.3% |
| 1Y | -5.1% | +18.9% | -24.0% | -9.4% |
| 3Y | +70.4% | +82.6% | -12.2% | +46.0% |
| 5Y | +104.7% | +107.0% | -2.3% | +68.6% |
| All | +604.2% | +236.5% | +367.7% | +440.1% |
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 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