-3.3%
LVS vs CCEP
+236.1%
-239.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -2.8% | -0.6% | -2.2% |
| 30D | -6.2% | -4.0% | -2.2% | -4.4% |
| 3M | -14.8% | +5.2% | -20.0% | -17.0% |
| 6M | -20.9% | +2.7% | -23.6% | -22.4% |
| YTD | -33.0% | +14.5% | -47.6% | -37.9% |
| 1Y | -20.0% | +17.2% | -37.2% | -26.9% |
| 3Y | -6.9% | +79.3% | -86.3% | -33.1% |
| 5Y | +9.1% | +106.8% | -97.7% | -28.3% |
| All | -3.3% | +236.1% | -239.4% | -47.3% |
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