+31.5%
CVS vs CCEP
+108.6%
-77.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +0.4% | -1.6% | +2.0% | +0.7% |
| 3M | -0.4% | +11.9% | -12.3% | -3.0% |
| 6M | +25.1% | +7.5% | +17.7% | +22.8% |
| YTD | +23.9% | +18.7% | +5.2% | +18.7% |
| 1Y | +41.1% | +21.4% | +19.7% | +34.4% |
| 3Y | +63.6% | +89.1% | -25.5% | +38.3% |
| 5Y | +31.5% | +108.7% | -77.2% | +5.9% |
| All | +31.5% | +108.6% | -77.0% | +5.9% |
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