+97.5%
CSCO vs CCEP
+113.9%
-16.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.3% |
| 7D | +1.9% | +2.1% | -0.2% | +1.9% |
| 30D | -15.8% | +10.6% | -26.4% | -16.0% |
| 3M | -15.4% | +10.3% | -25.7% | -15.5% |
| 6M | -5.4% | +31.1% | -36.5% | -7.4% |
| YTD | +26.5% | +32.1% | -5.7% | +23.1% |
| 1Y | +25.9% | +32.8% | -6.9% | +22.4% |
| 3Y | +97.5% | +111.3% | -13.8% | +70.8% |
| All | +97.5% | +113.9% | -16.3% | +70.8% |
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