-10.6%
OTIS vs CCEP
+89.4%
-100.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -4.7% | -1.6% | -3.1% | -4.3% |
| 3M | +1.2% | +11.9% | -10.6% | -2.6% |
| 6M | -20.5% | +7.5% | -28.0% | -22.5% |
| YTD | -18.4% | +18.7% | -37.2% | -23.0% |
| 1Y | -18.1% | +21.4% | -39.5% | -23.4% |
| 3Y | -10.6% | +89.1% | -99.7% | -26.5% |
| All | -10.6% | +89.4% | -100.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling