+17,561.1%
LLY vs CCEP
+6,869.6%
+10,691.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | +14.9% | +2.3% | +12.6% | +14.1% |
| YTD | +7.5% | +17.8% | -10.4% | +3.4% |
| 1Y | +55.7% | +24.2% | +31.5% | +47.9% |
| 3Y | +110.6% | +84.7% | +25.9% | +82.7% |
| 5Y | +363.4% | +103.2% | +260.2% | +288.8% |
| 10Y | +1,649.0% | +257.4% | +1,391.6% | +1,154.8% |
| All | +17,561.1% | +6,869.6% | +10,691.5% | +6,082.6% |
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