+1,067.6%
PSX vs CCEP
+753.6%
+314.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -13.1% | +2.6% | -15.7% | -14.3% |
| 30D | -9.5% | +15.1% | -24.7% | -15.5% |
| 3M | +20.2% | +7.3% | +12.9% | +15.5% |
| 6M | +44.9% | +23.4% | +21.5% | +29.8% |
| YTD | +94.4% | +29.4% | +65.0% | +68.3% |
| 1Y | +83.1% | +34.2% | +48.8% | +55.5% |
| 3Y | +132.2% | +108.4% | +23.8% | +53.2% |
| 5Y | +278.8% | +147.3% | +131.6% | +118.8% |
| 10Y | +354.2% | +301.3% | +52.8% | +95.6% |
| All | +1,067.6% | +753.6% | +314.0% | +206.7% |
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 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