+113.3%
CSCO vs CCEP
+105.1%
+8.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.3% |
| 7D | -0.7% | -3.1% | +2.4% | +0.1% |
| 30D | -10.1% | -2.6% | -7.5% | -9.6% |
| 3M | -15.7% | +14.9% | -30.6% | -19.1% |
| 6M | +36.3% | +2.3% | +34.0% | +34.9% |
| YTD | +43.8% | +17.8% | +26.0% | +36.2% |
| 1Y | +63.9% | +24.2% | +39.7% | +52.2% |
| 3Y | +104.4% | +84.7% | +19.6% | +62.5% |
| All | +113.3% | +105.1% | +8.2% | +56.2% |
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