+230.9%
QCOM vs CCEP
+299.9%
-69.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | -2.3% | +12.7% | -15.0% | -6.9% |
| 3M | +2.7% | +8.5% | -5.8% | -0.9% |
| 6M | -21.0% | +25.6% | -46.6% | -28.5% |
| YTD | +1.8% | +30.9% | -29.1% | -9.8% |
| 1Y | +2.4% | +32.0% | -29.5% | -9.6% |
| 3Y | +52.1% | +110.9% | -58.8% | +8.8% |
| 5Y | +14.6% | +138.5% | -123.8% | -23.2% |
| 10Y | +230.9% | +302.3% | -71.4% | +90.2% |
| All | +230.9% | +299.9% | -69.0% | +90.2% |
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 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