-4.4%
LVS vs CCEP
+89.4%
-93.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | -3.9% | -1.6% | -2.3% | -3.6% |
| 3M | -12.9% | +11.9% | -24.7% | -14.7% |
| 6M | -16.9% | +7.5% | -24.4% | -18.1% |
| YTD | -31.2% | +18.7% | -50.0% | -33.7% |
| 1Y | -16.4% | +21.4% | -37.8% | -19.9% |
| 3Y | -4.4% | +89.1% | -93.5% | -20.3% |
| All | -4.4% | +89.4% | -93.9% | -20.3% |
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 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