+4,250.2%
KO vs CCEP
+6,921.7%
-2,671.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | +1.5% | -1.6% | +3.1% | +2.0% |
| 3M | +11.8% | +11.9% | -0.1% | +8.0% |
| 6M | +16.2% | +7.5% | +8.8% | +13.5% |
| YTD | +28.1% | +18.7% | +9.4% | +21.3% |
| 1Y | +34.8% | +21.4% | +13.3% | +26.7% |
| 3Y | +65.5% | +89.1% | -23.6% | +35.5% |
| 5Y | +81.6% | +108.7% | -27.1% | +42.4% |
| 10Y | +176.7% | +241.0% | -64.2% | +82.4% |
| All | +4,250.2% | +6,921.7% | -2,671.5% | +1,026.5% |
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 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