+2,257.0%
JCI vs CCEP
+7,642.7%
-5,385.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.5% |
| 7D | -3.4% | +1.7% | -5.1% | -4.0% |
| 30D | -10.1% | +12.7% | -22.8% | -13.5% |
| 3M | -6.8% | +8.5% | -15.3% | -9.5% |
| 6M | +2.0% | +25.6% | -23.6% | -5.5% |
| YTD | +19.2% | +30.9% | -11.7% | +9.1% |
| 1Y | +16.7% | +32.0% | -15.2% | +6.6% |
| 3Y | +194.3% | +110.9% | +83.4% | +132.5% |
| 5Y | +103.0% | +138.5% | -35.4% | +53.7% |
| 10Y | +301.7% | +302.3% | -0.6% | +156.9% |
| All | +2,257.0% | +7,642.7% | -5,385.6% | +571.1% |
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