-31.7%
NKE vs CCEP
+36.9%
-68.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +3.7% |
| 7D | +9.0% | +4.2% | +4.7% | +7.2% |
| 30D | +19.2% | +14.2% | +5.1% | +13.7% |
| 3M | -1.5% | +9.1% | -10.6% | -4.6% |
| 6M | -4.2% | +26.9% | -31.0% | -10.0% |
| YTD | -34.8% | +29.1% | -63.8% | -38.9% |
| 1Y | -31.7% | +36.8% | -68.5% | -37.4% |
| All | -31.7% | +36.9% | -68.6% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling