+567.7%
PBR vs CCEP
+108.6%
+459.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +2.5% | -1.0% | +3.4% | +2.7% |
| 30D | +19.4% | -1.6% | +21.0% | +19.7% |
| 3M | +20.8% | +11.9% | +8.9% | +16.9% |
| 6M | +23.5% | +7.5% | +16.0% | +20.5% |
| YTD | +83.4% | +18.7% | +64.7% | +73.0% |
| 1Y | +77.6% | +21.4% | +56.2% | +66.0% |
| 3Y | +99.9% | +89.1% | +10.7% | +60.2% |
| 5Y | +567.7% | +108.7% | +459.0% | +425.7% |
| All | +567.7% | +108.6% | +459.1% | +425.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling