+189.3%
NOC vs CCEP
+237.8%
-48.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -10.4% | -2.1% | -8.3% | -10.0% |
| 3M | -5.6% | +7.2% | -12.8% | -7.1% |
| 6M | -30.4% | +3.3% | -33.7% | -31.1% |
| YTD | -8.5% | +15.7% | -24.2% | -11.7% |
| 1Y | -8.3% | +16.6% | -24.9% | -11.9% |
| 3Y | +28.2% | +84.3% | -56.0% | +10.0% |
| 5Y | +56.7% | +109.0% | -52.3% | +28.5% |
| 10Y | +189.3% | +238.1% | -48.8% | +107.9% |
| All | +189.3% | +237.8% | -48.5% | +107.9% |
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