+74.2%
OTIS vs CCEP
+293.2%
-219.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | -0.7% | -3.1% | +2.3% | +0.3% |
| 30D | -2.0% | -2.6% | +0.6% | -1.2% |
| 3M | +2.6% | +14.9% | -12.4% | -2.2% |
| 6M | -20.9% | +2.3% | -23.2% | -21.8% |
| YTD | -17.1% | +17.8% | -35.0% | -21.8% |
| 1Y | -15.9% | +24.2% | -40.1% | -22.2% |
| 3Y | -12.7% | +84.7% | -97.5% | -29.6% |
| 5Y | -15.7% | +103.2% | -118.9% | -35.5% |
| All | +74.2% | +293.2% | -219.0% | +0.1% |
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