+281.9%
PBF vs CCEP
+638.4%
-356.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | -15.3% | +5.4% | -20.7% | -18.4% |
| 30D | -21.8% | +12.8% | -34.5% | -28.2% |
| 3M | -0.2% | +10.9% | -11.1% | -7.9% |
| 6M | +63.6% | +25.6% | +38.0% | +37.9% |
| YTD | +147.5% | +31.0% | +116.5% | +97.1% |
| 1Y | +69.8% | +32.3% | +37.6% | +34.3% |
| 3Y | +65.3% | +110.5% | -45.2% | -11.6% |
| 5Y | +393.4% | +141.8% | +251.6% | +121.2% |
| 10Y | +240.3% | +341.1% | -100.8% | +2.9% |
| All | +281.9% | +638.4% | -356.4% | -17.1% |
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