-21.3%
NVTS vs CCEP
+158.6%
-179.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +7.9% | +1.8% | +6.2% | +7.2% |
| 30D | +0.8% | +12.2% | -11.4% | -4.3% |
| 3M | -26.0% | +10.7% | -36.6% | -29.7% |
| 6M | -55.5% | +27.5% | -83.0% | -61.3% |
| YTD | +41.0% | +31.3% | +9.7% | +19.3% |
| 1Y | +10.4% | +29.9% | -19.5% | -6.2% |
| 3Y | +60.9% | +111.1% | -50.2% | -15.8% |
| 5Y | -42.8% | +142.3% | -185.1% | -73.3% |
| All | -21.3% | +158.6% | -179.9% | -63.6% |
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