+177.9%
KO vs CCEP
+236.5%
-58.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -1.1% | -5.7% | +4.6% | +1.2% |
| 30D | +1.6% | -3.4% | +5.0% | +2.9% |
| 3M | +5.8% | +5.5% | +0.2% | +3.4% |
| 6M | +14.3% | +2.2% | +12.1% | +13.0% |
| YTD | +27.3% | +14.6% | +12.7% | +20.2% |
| 1Y | +33.2% | +18.9% | +14.2% | +23.9% |
| 3Y | +64.5% | +82.6% | -18.1% | +28.3% |
| 5Y | +83.1% | +107.0% | -23.9% | +33.7% |
| All | +177.9% | +236.5% | -58.6% | +63.9% |
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