+446.1%
LITE vs CCEP
+157.0%
+289.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.3% | -19.9% | -18.9% |
| 7D | -44.6% | +5.7% | -50.3% | -45.2% |
| 30D | -55.0% | +15.3% | -70.3% | -56.6% |
| 3M | -38.3% | +8.0% | -46.3% | -39.6% |
| 6M | -48.8% | +26.7% | -75.5% | -52.8% |
| YTD | +38.3% | +30.7% | +7.6% | +26.4% |
| 1Y | +119.0% | +36.5% | +82.4% | +96.6% |
| 3Y | +1,092.0% | +111.1% | +980.9% | +742.3% |
| 5Y | +446.1% | +149.7% | +296.3% | +251.1% |
| All | +446.1% | +157.0% | +289.0% | +251.1% |
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