-9.5%
LVS vs CCEP
+113.9%
-123.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | +10.0% | +10.6% | -0.6% | +7.5% |
| 3M | -11.0% | +10.3% | -21.4% | -13.1% |
| 6M | -20.1% | +31.1% | -51.2% | -24.4% |
| YTD | -36.3% | +32.1% | -68.5% | -40.0% |
| 1Y | -36.8% | +32.8% | -69.7% | -40.5% |
| 3Y | -9.5% | +111.3% | -120.9% | -22.5% |
| All | -9.5% | +113.9% | -123.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling