+54,688.5%
ORLY vs CCEP
+8,304.9%
+46,383.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | -5.9% | -2.6% | -3.3% | -5.4% |
| 3M | -0.6% | +14.9% | -15.5% | -3.5% |
| 6M | -6.8% | +2.3% | -9.0% | -7.4% |
| YTD | -3.6% | +17.8% | -21.5% | -7.2% |
| 1Y | -16.3% | +24.2% | -40.5% | -20.3% |
| 3Y | +39.1% | +84.7% | -45.6% | +21.3% |
| 5Y | +125.4% | +103.2% | +22.2% | +90.6% |
| 10Y | +366.5% | +257.4% | +109.2% | +244.0% |
| All | +54,688.5% | +8,304.9% | +46,383.6% | +32,892.6% |
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 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