+250.9%
PBF vs CCEP
+342.6%
-91.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.5% |
| 7D | +6.5% | +2.1% | +4.4% | +4.9% |
| 30D | -20.0% | +10.6% | -30.6% | -25.9% |
| 3M | -3.3% | +10.3% | -13.7% | -10.9% |
| 6M | +76.8% | +31.1% | +45.7% | +42.8% |
| YTD | +168.9% | +32.1% | +136.8% | +109.2% |
| 1Y | +96.4% | +32.8% | +63.5% | +52.0% |
| 3Y | +77.2% | +111.3% | -34.1% | -11.0% |
| 5Y | +417.7% | +147.5% | +270.2% | +108.5% |
| All | +250.9% | +342.6% | -91.6% | +5.8% |
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