+293.0%
LOW vs CCEP
+342.6%
-49.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.6% |
| 30D | +21.7% | +10.6% | +11.1% | +17.2% |
| 3M | +5.0% | +10.3% | -5.3% | +1.2% |
| 6M | +4.6% | +31.1% | -26.5% | -5.7% |
| YTD | -3.5% | +32.1% | -35.6% | -13.5% |
| 1Y | +0.5% | +32.8% | -32.3% | -10.0% |
| 3Y | +24.8% | +111.3% | -86.5% | -7.9% |
| 5Y | +6.5% | +147.5% | -141.1% | -27.2% |
| All | +293.0% | +342.6% | -49.6% | +146.0% |
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