+9.7%
PYPL vs CCEP
+109.7%
-100.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +3.9% | +2.6% | +1.3% | +3.3% |
| 30D | +7.8% | +15.1% | -7.3% | +4.4% |
| 3M | -0.7% | +7.3% | -7.9% | -2.4% |
| 6M | +28.8% | +23.4% | +5.4% | +22.4% |
| YTD | +2.4% | +29.4% | -27.0% | -4.4% |
| 1Y | -9.6% | +34.2% | -43.8% | -16.6% |
| 3Y | +9.7% | +108.4% | -98.7% | -15.9% |
| All | +9.7% | +109.7% | -100.1% | -15.9% |
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