+0.1%
OTIS vs CCEP
+112.6%
-112.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | +1.8% | -4.6% | -3.5% |
| 30D | +16.1% | +12.2% | +3.9% | +11.7% |
| 3M | +6.7% | +10.7% | -3.9% | +3.1% |
| 6M | +6.0% | +27.5% | -21.5% | -2.5% |
| YTD | -9.8% | +31.3% | -41.1% | -17.8% |
| 1Y | -12.3% | +29.9% | -42.2% | -19.9% |
| All | +0.1% | +112.6% | -112.5% | -19.7% |
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