+56.1%
NOC vs CCEP
+108.6%
-52.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | -8.9% | -1.6% | -7.3% | -8.7% |
| 3M | -3.7% | +11.9% | -15.5% | -4.5% |
| 6M | -30.8% | +7.5% | -38.3% | -31.2% |
| YTD | -7.9% | +18.7% | -26.7% | -9.3% |
| 1Y | -9.4% | +21.4% | -30.8% | -10.9% |
| 3Y | +29.0% | +89.1% | -60.1% | +23.8% |
| 5Y | +56.1% | +108.7% | -52.7% | +48.9% |
| All | +56.1% | +108.6% | -52.5% | +48.9% |
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 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