+54.3%
JD vs CCEP
+344.1%
-289.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.9% |
| 7D | -1.7% | -3.1% | +1.4% | -0.7% |
| 30D | -13.2% | -2.6% | -10.6% | -12.5% |
| 3M | -3.2% | +14.9% | -18.1% | -7.7% |
| 6M | +15.2% | +2.3% | +13.0% | +13.8% |
| YTD | +2.0% | +17.8% | -15.9% | -4.1% |
| 1Y | -5.4% | +24.2% | -29.6% | -12.7% |
| 3Y | -9.1% | +84.7% | -93.8% | -27.4% |
| 5Y | -59.6% | +103.2% | -162.8% | -69.2% |
| 10Y | +26.2% | +257.4% | -231.1% | -20.1% |
| All | +54.3% | +344.1% | -289.7% | -5.7% |
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