+68.1%
COST vs CCEP
+84.3%
-16.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.1% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -5.3% | -2.1% | -3.2% | -4.7% |
| 3M | -6.7% | +7.2% | -13.8% | -8.5% |
| 6M | -9.9% | +3.3% | -13.2% | -10.9% |
| YTD | +5.1% | +15.7% | -10.6% | +0.4% |
| 1Y | -7.3% | +16.6% | -23.8% | -11.7% |
| All | +68.1% | +84.3% | -16.2% | +37.8% |
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