+362.2%
PBF vs CCEP
+237.8%
+124.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +1.4% |
| 7D | +1.4% | -3.7% | +5.0% | +4.0% |
| 30D | +15.8% | -2.1% | +17.9% | +17.3% |
| 3M | +90.3% | +7.2% | +83.1% | +80.2% |
| 6M | +102.8% | +3.3% | +99.5% | +93.0% |
| YTD | +187.3% | +15.7% | +171.6% | +148.7% |
| 1Y | +161.8% | +16.6% | +145.3% | +123.8% |
| 3Y | +55.5% | +84.3% | -28.8% | -12.4% |
| 5Y | +801.9% | +109.0% | +692.9% | +326.1% |
| 10Y | +362.2% | +238.1% | +124.1% | +63.5% |
| All | +362.2% | +237.8% | +124.4% | +63.5% |
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 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