+8.4%
LOW vs CCEP
+108.6%
-100.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | -10.1% | -1.6% | -8.5% | -9.6% |
| 3M | -2.9% | +11.9% | -14.7% | -7.0% |
| 6M | -19.4% | +7.5% | -26.9% | -21.7% |
| YTD | -15.4% | +18.7% | -34.2% | -21.0% |
| 1Y | -24.9% | +21.4% | -46.3% | -30.5% |
| 3Y | -7.8% | +89.1% | -96.9% | -29.6% |
| 5Y | +8.4% | +108.7% | -100.3% | -21.4% |
| All | +8.4% | +108.6% | -100.2% | -21.4% |
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