+95.1%
META vs CCEP
+109.7%
-14.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.8% | +2.6% | -3.4% | -0.9% |
| 30D | -15.4% | +15.1% | -30.6% | -16.2% |
| 3M | +3.5% | +7.3% | -3.8% | +3.1% |
| 6M | -0.3% | +23.4% | -23.7% | -2.0% |
| YTD | -7.3% | +29.4% | -36.7% | -9.2% |
| 1Y | -1.1% | +34.2% | -35.3% | -3.3% |
| 3Y | +95.1% | +108.4% | -13.3% | +82.0% |
| All | +95.1% | +109.7% | -14.7% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling