+319.3%
CSCO vs CCEP
+340.9%
-21.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +5.4% | -10.1% | -6.2% |
| 30D | -17.1% | +12.8% | -29.9% | -20.3% |
| 3M | -19.6% | +10.9% | -30.5% | -22.5% |
| 6M | +2.4% | +25.6% | -23.2% | -5.7% |
| YTD | +29.8% | +31.0% | -1.2% | +17.3% |
| 1Y | +38.7% | +32.3% | +6.4% | +24.8% |
| 3Y | +101.3% | +110.5% | -9.2% | +51.5% |
| 5Y | +94.8% | +141.8% | -47.0% | +37.1% |
| All | +319.3% | +340.9% | -21.5% | +148.8% |
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 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