+15,768.5%
NOC vs CCEP
+6,869.6%
+8,898.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.0% |
| 7D | -5.2% | -3.1% | -2.1% | -4.7% |
| 30D | -7.2% | -2.6% | -4.6% | -6.8% |
| 3M | -5.1% | +14.9% | -20.0% | -7.5% |
| 6M | -31.1% | +2.3% | -33.3% | -31.5% |
| YTD | -8.6% | +17.8% | -26.4% | -11.5% |
| 1Y | -9.7% | +24.2% | -33.9% | -13.5% |
| 3Y | +24.3% | +84.7% | -60.4% | +10.3% |
| 5Y | +52.6% | +103.2% | -50.6% | +31.5% |
| 10Y | +183.6% | +257.4% | -73.8% | +116.4% |
| All | +15,768.5% | +6,869.6% | +8,898.8% | +7,905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling