-63.5%
JD vs CCEP
+140.3%
-203.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | +2.7% | +11.0% | -8.3% | -2.4% |
| 3M | -13.0% | +9.2% | -22.2% | -16.9% |
| 6M | -12.7% | +27.2% | -39.9% | -22.9% |
| YTD | -0.8% | +30.3% | -31.1% | -14.4% |
| 1Y | -8.9% | +28.7% | -37.6% | -20.9% |
| 3Y | +17.0% | +109.4% | -92.4% | -27.9% |
| 5Y | -63.5% | +144.1% | -207.6% | -81.0% |
| All | -63.5% | +140.3% | -203.8% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling