+1,102.3%
PSX vs CCEP
+763.6%
+338.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.4% |
| 7D | -8.0% | +1.7% | -9.7% | -8.9% |
| 30D | -9.0% | +12.7% | -21.7% | -14.2% |
| 3M | +24.7% | +8.5% | +16.2% | +19.3% |
| 6M | +49.3% | +25.6% | +23.8% | +32.8% |
| YTD | +100.2% | +30.9% | +69.3% | +72.4% |
| 1Y | +88.8% | +32.0% | +56.9% | +61.9% |
| 3Y | +152.5% | +110.9% | +41.6% | +65.7% |
| 5Y | +283.2% | +138.5% | +144.7% | +126.7% |
| 10Y | +345.8% | +302.3% | +43.5% | +92.0% |
| All | +1,102.3% | +763.6% | +338.7% | +214.2% |
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 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