+62.8%
META vs CCEP
+105.1%
-42.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.2% |
| 7D | +6.7% | -3.1% | +9.8% | +8.0% |
| 30D | +4.8% | -2.6% | +7.4% | +5.7% |
| 3M | -1.6% | +14.9% | -16.6% | -7.2% |
| 6M | -7.5% | +2.3% | -9.7% | -8.7% |
| YTD | -6.4% | +17.8% | -24.2% | -13.1% |
| 1Y | -17.3% | +24.2% | -41.6% | -25.3% |
| 3Y | +109.9% | +84.7% | +25.2% | +48.0% |
| All | +62.8% | +105.1% | -42.3% | +3.5% |
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