+110.2%
LLY vs CCEP
+85.5%
+24.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -2.1% | -3.1% | +0.9% | -1.5% |
| 30D | -1.6% | -2.6% | +1.0% | -1.1% |
| 3M | +2.3% | +14.9% | -12.6% | -1.1% |
| 6M | +14.9% | +2.3% | +12.6% | +14.0% |
| YTD | +7.5% | +17.8% | -10.4% | +3.7% |
| 1Y | +55.7% | +24.2% | +31.5% | +48.2% |
| All | +110.2% | +85.5% | +24.7% | +84.8% |
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 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