+24,338.5%
ORCL vs CCEP
+7,629.5%
+16,709.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.3% |
| 7D | -17.5% | +5.7% | -23.2% | -18.9% |
| 30D | -20.2% | +15.3% | -35.5% | -23.6% |
| 3M | -19.9% | +8.0% | -28.0% | -22.1% |
| 6M | -37.4% | +26.7% | -64.2% | -42.2% |
| YTD | -40.1% | +30.7% | -70.8% | -45.6% |
| 1Y | -53.4% | +36.5% | -89.9% | -58.2% |
| 3Y | +10.4% | +111.1% | -100.7% | -14.3% |
| 5Y | +29.8% | +149.7% | -120.0% | -5.1% |
| 10Y | +249.2% | +305.3% | -56.1% | +113.4% |
| All | +24,338.5% | +7,629.5% | +16,709.1% | +4,862.9% |
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 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