+483.3%
LLY vs CCEP
+147.2%
+336.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +6.7% | +2.1% | +4.6% | +6.3% |
| 30D | +19.6% | +10.6% | +9.0% | +16.9% |
| 3M | +19.7% | +10.3% | +9.4% | +17.1% |
| 6M | +42.7% | +31.1% | +11.6% | +34.2% |
| YTD | +35.1% | +32.1% | +3.0% | +27.1% |
| 1Y | +42.2% | +32.8% | +9.4% | +33.6% |
| 3Y | +140.8% | +111.3% | +29.5% | +105.5% |
| All | +483.3% | +147.2% | +336.1% | +374.8% |
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 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