+59.6%
PBF vs CCEP
+86.4%
-26.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.4% |
| 7D | +4.3% | -3.1% | +7.4% | +4.2% |
| 30D | +22.0% | -2.6% | +24.6% | +21.9% |
| 3M | +74.5% | +14.9% | +59.6% | +75.2% |
| 6M | +67.7% | +2.3% | +65.4% | +70.1% |
| YTD | +179.2% | +17.8% | +161.3% | +173.3% |
| 1Y | +170.0% | +24.2% | +145.8% | +161.6% |
| All | +59.6% | +86.4% | -26.8% | +46.2% |
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