+254.0%
QCOM vs CCEP
+251.0%
+3.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.3% |
| 7D | +3.3% | -3.1% | +6.4% | +4.5% |
| 30D | +7.7% | -2.6% | +10.3% | +8.7% |
| 3M | -30.1% | +14.9% | -45.0% | -34.3% |
| 6M | +22.8% | +2.3% | +20.6% | +20.7% |
| YTD | +0.2% | +17.8% | -17.7% | -7.3% |
| 1Y | +7.9% | +24.2% | -16.4% | -2.6% |
| 3Y | +55.8% | +84.7% | -28.9% | +17.6% |
| 5Y | +30.1% | +103.2% | -73.1% | -7.2% |
| All | +254.0% | +251.0% | +3.1% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling