+2,250.8%
JCI vs CCEP
+7,646.6%
-5,395.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -5.9% | +5.4% | -11.2% | -7.4% |
| 30D | -10.4% | +12.8% | -23.1% | -13.8% |
| 3M | -6.1% | +10.9% | -17.0% | -9.4% |
| 6M | +1.7% | +25.6% | -23.9% | -5.7% |
| YTD | +18.9% | +31.0% | -12.1% | +8.8% |
| 1Y | +16.1% | +32.3% | -16.1% | +5.9% |
| 3Y | +187.8% | +110.5% | +77.3% | +127.5% |
| 5Y | +103.2% | +141.8% | -38.6% | +53.2% |
| 10Y | +288.2% | +341.1% | -52.9% | +142.9% |
| All | +2,250.8% | +7,646.6% | -5,395.8% | +569.2% |
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