+2,307.7%
JCI vs CCEP
+6,869.6%
-4,561.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.8% |
| 7D | +3.8% | -3.1% | +6.9% | +4.7% |
| 30D | -5.7% | -2.6% | -3.1% | -5.0% |
| 3M | -1.4% | +14.9% | -16.3% | -5.7% |
| 6M | +4.1% | +2.3% | +1.9% | +2.9% |
| YTD | +21.7% | +17.8% | +3.9% | +15.5% |
| 1Y | +36.1% | +24.2% | +11.9% | +26.9% |
| 3Y | +154.4% | +84.7% | +69.7% | +109.8% |
| 5Y | +112.0% | +103.2% | +8.8% | +68.6% |
| 10Y | +322.2% | +257.4% | +64.9% | +180.6% |
| All | +2,307.7% | +6,869.6% | -4,561.9% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling