+550.0%
LNG vs CCEP
+236.1%
+313.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -2.8% | -1.9% | -4.0% |
| 30D | +3.8% | -4.0% | +7.8% | +4.8% |
| 3M | +16.2% | +5.2% | +11.0% | +14.4% |
| 6M | +11.7% | +2.7% | +9.0% | +10.3% |
| YTD | +44.2% | +14.5% | +29.7% | +37.9% |
| 1Y | +18.6% | +17.2% | +1.4% | +12.6% |
| 3Y | +77.4% | +79.3% | -1.9% | +48.6% |
| 5Y | +232.3% | +106.8% | +125.5% | +163.0% |
| All | +550.0% | +236.1% | +313.8% | +360.0% |
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 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