-9.7%
NOC vs CCEP
+24.3%
-34.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | -5.2% | -3.1% | -2.1% | -4.9% |
| 30D | -7.2% | -2.6% | -4.6% | -7.0% |
| 3M | -5.1% | +14.9% | -20.0% | -5.9% |
| 6M | -31.1% | +2.3% | -33.3% | -31.6% |
| YTD | -8.6% | +17.8% | -26.4% | -9.8% |
| 1Y | -9.7% | +24.2% | -33.9% | -10.8% |
| All | -9.7% | +24.3% | -34.0% | -10.8% |
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