+59.1%
ISRG vs CCEP
+112.6%
-53.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.8% | +1.8% | -8.5% | -7.4% |
| 30D | +5.1% | +12.2% | -7.1% | +0.5% |
| 3M | +12.0% | +10.7% | +1.4% | +7.5% |
| 6M | +7.0% | +27.5% | -20.5% | -2.8% |
| YTD | -20.6% | +31.3% | -52.0% | -29.0% |
| 1Y | -21.4% | +29.9% | -51.3% | -29.4% |
| All | +59.1% | +112.6% | -53.5% | +22.4% |
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