+5.0%
LVS vs CCEP
+147.2%
-142.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.8% |
| 30D | +10.0% | +10.6% | -0.6% | +4.8% |
| 3M | -11.0% | +10.3% | -21.4% | -15.2% |
| 6M | -20.1% | +31.1% | -51.2% | -30.1% |
| YTD | -36.3% | +32.1% | -68.5% | -45.0% |
| 1Y | -36.8% | +32.8% | -69.7% | -45.6% |
| 3Y | -9.5% | +111.3% | -120.9% | -43.5% |
| All | +5.0% | +147.2% | -142.2% | -44.6% |
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