+46.0%
F vs CCEP
+85.5%
-39.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.2% |
| 7D | +5.3% | -3.1% | +8.4% | +6.1% |
| 30D | +4.6% | -2.6% | +7.2% | +5.2% |
| 3M | -3.7% | +14.9% | -18.6% | -7.1% |
| 6M | +16.8% | +2.3% | +14.6% | +16.2% |
| YTD | +15.3% | +17.8% | -2.6% | +10.5% |
| 1Y | +31.0% | +24.2% | +6.8% | +23.6% |
| All | +46.0% | +85.5% | -39.5% | +14.8% |
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