+140.7%
GOOG vs CCEP
+84.3%
+56.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | -7.7% | -2.1% | -5.6% | -7.5% |
| 3M | -9.3% | +7.2% | -16.5% | -9.7% |
| 6M | +7.4% | +3.3% | +4.2% | +6.9% |
| YTD | +4.9% | +15.7% | -10.8% | +4.3% |
| 1Y | +37.2% | +16.6% | +20.7% | +36.5% |
| All | +140.7% | +84.3% | +56.4% | +125.5% |
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