+5.7%
LVS vs CCEP
+105.2%
-99.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.0% |
| 30D | -4.7% | -2.1% | -2.6% | -3.8% |
| 3M | -15.6% | +7.2% | -22.7% | -18.4% |
| 6M | -18.6% | +3.3% | -21.9% | -20.3% |
| YTD | -32.3% | +15.7% | -48.0% | -37.6% |
| 1Y | -18.0% | +16.6% | -34.6% | -25.1% |
| 3Y | -5.8% | +84.3% | -90.1% | -37.0% |
| 5Y | +5.7% | +109.0% | -103.3% | -39.5% |
| All | +5.7% | +105.2% | -99.5% | -39.5% |
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 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