+36.1%
LVS vs CCEP
+1,734.9%
-1,698.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -3.9% | -0.3% | -3.6% | -3.7% |
| 30D | +7.1% | +11.0% | -3.9% | 0.0% |
| 3M | -13.2% | +9.2% | -22.4% | -18.2% |
| 6M | -22.8% | +27.2% | -50.0% | -34.5% |
| YTD | -38.0% | +30.3% | -68.3% | -48.7% |
| 1Y | -39.5% | +28.7% | -68.1% | -49.5% |
| 3Y | -12.2% | +109.4% | -121.6% | -48.7% |
| 5Y | +6.4% | +144.1% | -137.6% | -44.9% |
| 10Y | -13.3% | +332.0% | -345.3% | -73.1% |
| All | +36.1% | +1,734.9% | -1,698.8% | -89.0% |
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