+642.3%
LYB vs CCEP
+1,018.9%
-376.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +1.2% |
| 7D | -3.1% | -3.7% | +0.6% | -1.2% |
| 30D | +4.0% | -2.1% | +6.1% | +5.0% |
| 3M | +2.4% | +7.2% | -4.8% | -2.1% |
| 6M | -1.4% | +3.3% | -4.7% | -5.2% |
| YTD | +53.9% | +15.7% | +38.3% | +37.9% |
| 1Y | +26.1% | +16.6% | +9.5% | +12.1% |
| 3Y | -21.0% | +84.3% | -105.3% | -47.5% |
| 5Y | -0.7% | +109.0% | -109.8% | -40.6% |
| 10Y | +49.3% | +238.1% | -188.9% | -36.9% |
| All | +642.3% | +1,018.9% | -376.6% | +15.2% |
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