+15.5%
NSC vs CCEP
+32.5%
-17.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.6% |
| 7D | -5.4% | +1.7% | -7.0% | -5.7% |
| 30D | +2.9% | +12.7% | -9.8% | +0.1% |
| 3M | -2.2% | +8.5% | -10.6% | -4.1% |
| 6M | +5.3% | +25.6% | -20.3% | -1.7% |
| YTD | +14.8% | +30.9% | -16.2% | +5.9% |
| All | +15.5% | +32.5% | -17.0% | +6.0% |
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