+0.9%
QCOM vs CCEP
+30.9%
-30.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.4% |
| 7D | +4.3% | +2.1% | +2.2% | +4.6% |
| 30D | -0.1% | +10.6% | -10.7% | +1.2% |
| 3M | +5.2% | +10.3% | -5.1% | +6.5% |
| 6M | -18.4% | +31.1% | -49.4% | -18.1% |
| YTD | +2.4% | +32.1% | -29.7% | +6.3% |
| 1Y | +0.9% | +32.8% | -31.9% | +4.8% |
| All | +0.9% | +30.9% | -30.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling