+105.2%
CTVA vs CCEP
+108.6%
-3.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +12.0% | -1.6% | +13.7% | +12.6% |
| 3M | +13.5% | +11.9% | +1.6% | +9.5% |
| 6M | +12.1% | +7.5% | +4.7% | +9.3% |
| YTD | +29.0% | +18.7% | +10.3% | +21.5% |
| 1Y | +18.9% | +21.4% | -2.5% | +10.9% |
| 3Y | +78.9% | +89.1% | -10.2% | +42.8% |
| 5Y | +105.2% | +108.7% | -3.5% | +62.1% |
| All | +105.2% | +108.6% | -3.3% | +62.1% |
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 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