-1.4%
LYB vs CCEP
+5.3%
-6.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | -1.7% |
| 7D | -3.1% | -3.7% | +0.6% | -5.2% |
| 30D | +4.0% | -2.1% | +6.1% | +2.9% |
| 3M | +2.4% | +7.2% | -4.8% | +8.6% |
| 6M | -1.4% | +3.3% | -4.7% | +3.6% |
| All | -1.4% | +5.3% | -6.8% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling