-10.1%
OTIS vs CCEP
+36.9%
-47.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | 0.0% | +2.4% |
| 7D | +9.5% | +4.2% | +5.2% | +7.8% |
| 30D | +21.1% | +14.2% | +7.0% | +15.6% |
| 3M | +9.0% | +9.1% | -0.1% | +5.5% |
| 6M | +6.4% | +26.9% | -20.4% | -2.8% |
| YTD | -7.1% | +29.1% | -36.2% | -15.0% |
| 1Y | -10.1% | +36.8% | -46.9% | -19.6% |
| All | -10.1% | +36.9% | -47.0% | -19.6% |
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 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