+28.9%
JD vs CCEP
+299.9%
-271.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +7.9% | +1.7% | +6.3% | +7.3% |
| 30D | +4.8% | +12.7% | -7.9% | +0.9% |
| 3M | -13.9% | +8.5% | -22.4% | -16.3% |
| 6M | -5.8% | +25.6% | -31.4% | -12.7% |
| YTD | +2.4% | +30.9% | -28.5% | -6.7% |
| 1Y | -7.5% | +32.0% | -39.5% | -16.0% |
| 3Y | +20.9% | +110.9% | -90.1% | -6.9% |
| 5Y | -58.0% | +138.5% | -196.5% | -69.3% |
| 10Y | +28.9% | +302.3% | -273.4% | -10.9% |
| All | +28.9% | +299.9% | -271.0% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling