+80.0%
JNJ vs CCEP
+108.6%
-28.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | +4.3% | -1.6% | +5.9% | +4.6% |
| 3M | +16.5% | +11.9% | +4.6% | +13.8% |
| 6M | +13.1% | +7.5% | +5.7% | +11.3% |
| YTD | +32.1% | +18.7% | +13.4% | +27.5% |
| 1Y | +54.5% | +21.4% | +33.1% | +48.3% |
| 3Y | +82.5% | +89.1% | -6.6% | +62.5% |
| 5Y | +80.0% | +108.7% | -28.7% | +57.5% |
| All | +80.0% | +108.6% | -28.6% | +57.5% |
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