+200.3%
PWR vs CCEP
+86.4%
+113.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | +3.6% | -3.1% | +6.7% | +3.8% |
| 30D | -8.6% | -2.6% | -6.0% | -8.4% |
| 3M | -13.2% | +14.9% | -28.1% | -15.1% |
| 6M | +9.9% | +2.3% | +7.6% | +9.3% |
| YTD | +48.0% | +17.8% | +30.2% | +44.4% |
| 1Y | +66.2% | +24.2% | +42.0% | +59.6% |
| All | +200.3% | +86.4% | +113.9% | +130.8% |
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