+800.2%
LNG vs CCEP
+342.6%
+457.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +11.3% | +2.1% | +9.2% | +10.8% |
| 30D | +10.6% | +10.6% | +0.1% | +7.8% |
| 3M | +16.1% | +10.3% | +5.8% | +13.1% |
| 6M | +29.6% | +31.1% | -1.5% | +20.6% |
| YTD | +60.3% | +32.1% | +28.2% | +47.7% |
| 1Y | +46.1% | +32.8% | +13.3% | +34.4% |
| 3Y | +85.9% | +111.3% | -25.4% | +49.1% |
| 5Y | +210.8% | +147.5% | +63.3% | +134.1% |
| All | +800.2% | +342.6% | +457.7% | +481.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling