+152.8%
JPM vs CCEP
+108.6%
+44.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.7% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.1% | -1.6% | +0.5% | -0.6% |
| 3M | +14.1% | +11.9% | +2.3% | +9.6% |
| 6M | +23.3% | +7.5% | +15.8% | +19.8% |
| YTD | +11.3% | +18.7% | -7.5% | +4.0% |
| 1Y | +23.0% | +21.4% | +1.6% | +13.7% |
| 3Y | +162.6% | +89.1% | +73.4% | +98.7% |
| 5Y | +152.8% | +108.7% | +44.0% | +78.8% |
| All | +152.8% | +108.6% | +44.2% | +78.8% |
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