+89.0%
PBF vs CCEP
+28.8%
+60.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.0% |
| 7D | +4.3% | -0.3% | +4.6% | +4.1% |
| 30D | -21.8% | +11.0% | -32.8% | -18.8% |
| 3M | +1.7% | +9.2% | -7.5% | +5.3% |
| 6M | +69.8% | +27.2% | +42.6% | +89.3% |
| YTD | +167.7% | +30.3% | +137.4% | +138.1% |
| 1Y | +89.0% | +28.7% | +60.3% | +71.4% |
| All | +89.0% | +28.8% | +60.2% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling