+436.0%
META vs CCEP
+315.0%
+121.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | +5.4% | -2.1% | +1.5% |
| 30D | -10.8% | +12.8% | -23.5% | -14.6% |
| 3M | +7.9% | +10.9% | -3.0% | +3.6% |
| 6M | +5.4% | +25.6% | -20.2% | -3.3% |
| YTD | -2.6% | +31.0% | -33.6% | -12.3% |
| 1Y | +1.9% | +32.3% | -30.4% | -8.7% |
| 3Y | +97.0% | +110.5% | -13.6% | +44.7% |
| 5Y | +97.6% | +141.8% | -44.2% | +36.3% |
| 10Y | +436.0% | +341.1% | +94.9% | +214.1% |
| All | +436.0% | +315.0% | +121.0% | +214.1% |
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