+132.2%
LLY vs CCEP
+109.7%
+22.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.5% | +2.6% | -7.1% | -5.1% |
| 30D | +13.9% | +15.1% | -1.2% | +10.2% |
| 3M | +13.8% | +7.3% | +6.5% | +11.7% |
| 6M | +37.6% | +23.4% | +14.2% | +30.6% |
| YTD | +26.6% | +29.4% | -2.8% | +19.4% |
| 1Y | +45.3% | +34.2% | +11.1% | +36.0% |
| 3Y | +132.2% | +108.4% | +23.9% | +100.0% |
| All | +132.2% | +109.7% | +22.5% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling