-27.3%
NRG vs CCEP
+18.3%
-45.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -2.8% | -1.8% | -4.5% |
| 30D | -6.0% | -4.0% | -1.9% | -5.9% |
| 3M | -8.0% | +5.2% | -13.2% | -8.8% |
| 6M | -23.2% | +2.7% | -25.9% | -25.7% |
| YTD | -28.1% | +14.5% | -42.6% | -24.3% |
| 1Y | -27.3% | +17.2% | -44.4% | -21.4% |
| All | -27.3% | +18.3% | -45.6% | -21.4% |
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