+479.1%
JPM vs CCEP
+315.0%
+164.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.2% | +5.4% | -4.2% | -1.2% |
| 30D | +2.7% | +12.8% | -10.0% | -2.9% |
| 3M | -4.5% | +10.9% | -15.3% | -9.2% |
| 6M | +14.3% | +25.6% | -11.3% | +2.1% |
| YTD | +8.2% | +31.0% | -22.8% | -5.9% |
| 1Y | +10.0% | +32.3% | -22.2% | -4.8% |
| 3Y | +149.0% | +110.5% | +38.4% | +67.1% |
| 5Y | +131.0% | +141.8% | -10.8% | +41.1% |
| 10Y | +479.1% | +341.1% | +137.9% | +198.5% |
| All | +479.1% | +315.0% | +164.1% | +198.5% |
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 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