-4.9%
LYB vs CCEP
+107.2%
-112.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | +2.5% | -4.0% | +6.5% | +3.4% |
| 3M | +1.4% | +5.2% | -3.8% | -0.5% |
| 6M | -3.5% | +2.7% | -6.2% | -4.9% |
| YTD | +52.0% | +14.5% | +37.5% | +42.9% |
| 1Y | +22.1% | +17.2% | +4.9% | +13.6% |
| 3Y | -22.8% | +79.3% | -102.1% | -40.6% |
| All | -4.9% | +107.2% | -112.1% | -31.0% |
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 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