+52.3%
LVS vs CCEP
+1,559.6%
-1,507.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.7% |
| 7D | -1.5% | -3.1% | +1.6% | +0.5% |
| 30D | -3.2% | -2.6% | -0.6% | -1.6% |
| 3M | -12.0% | +14.9% | -26.9% | -19.8% |
| 6M | -19.9% | +2.3% | -22.2% | -21.9% |
| YTD | -30.6% | +17.8% | -48.5% | -38.6% |
| 1Y | -17.7% | +24.2% | -42.0% | -30.1% |
| 3Y | -14.2% | +84.7% | -98.9% | -45.6% |
| 5Y | +9.6% | +103.2% | -93.6% | -36.1% |
| 10Y | +5.7% | +257.4% | -251.7% | -62.8% |
| All | +52.3% | +1,559.6% | -1,507.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling