+46.3%
LYB vs CCEP
+236.1%
-189.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -2.8% | +3.1% | +1.5% |
| 30D | +2.5% | -4.0% | +6.5% | +4.2% |
| 3M | +1.4% | +5.2% | -3.8% | -1.6% |
| 6M | -3.5% | +2.7% | -6.2% | -6.3% |
| YTD | +52.0% | +14.5% | +37.5% | +39.1% |
| 1Y | +22.1% | +17.2% | +4.9% | +10.3% |
| 3Y | -22.8% | +79.3% | -102.1% | -44.9% |
| 5Y | -3.4% | +106.8% | -110.1% | -37.6% |
| All | +46.3% | +236.1% | -189.9% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling