+69.1%
OTIS vs CCEP
+282.1%
-213.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.0% | -2.8% | -0.1% | -2.1% |
| 30D | -6.0% | -4.0% | -2.0% | -4.8% |
| 3M | -0.9% | +5.2% | -6.1% | -2.7% |
| 6M | -17.3% | +2.7% | -20.0% | -18.3% |
| YTD | -19.6% | +14.5% | -34.1% | -23.4% |
| 1Y | -21.0% | +17.2% | -38.2% | -25.5% |
| 3Y | -12.1% | +79.3% | -91.4% | -28.4% |
| 5Y | -17.1% | +106.8% | -123.8% | -36.7% |
| All | +69.1% | +282.1% | -213.0% | -1.9% |
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 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