+17.6%
JD vs CCEP
+244.1%
-226.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -16.0% | -1.6% | -14.4% | -15.7% |
| 3M | -3.2% | +11.9% | -15.0% | -6.7% |
| 6M | +6.1% | +7.5% | -1.4% | +3.3% |
| YTD | -0.1% | +18.7% | -18.8% | -6.0% |
| 1Y | -12.7% | +21.4% | -34.1% | -18.7% |
| 3Y | -6.3% | +89.1% | -95.4% | -25.2% |
| 5Y | -61.3% | +108.7% | -170.1% | -70.5% |
| 10Y | +17.6% | +241.0% | -223.4% | -18.6% |
| All | +17.6% | +244.1% | -226.4% | -18.6% |
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