+64.8%
CVS vs CCEP
+88.0%
-23.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +4.0% | -3.1% | +7.0% | +4.5% |
| 30D | -2.4% | -2.6% | +0.2% | -2.0% |
| 3M | +2.7% | +14.9% | -12.3% | +0.1% |
| 6M | +21.9% | +2.3% | +19.6% | +21.1% |
| YTD | +24.7% | +17.8% | +6.9% | +21.0% |
| 1Y | +35.4% | +24.2% | +11.2% | +29.9% |
| All | +64.8% | +88.0% | -23.3% | +44.5% |
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