+48.9%
QCOM vs CCEP
+111.2%
-62.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +5.5% | +5.4% | +0.2% | +5.1% |
| 30D | -1.1% | +12.8% | -13.9% | -2.5% |
| 3M | +7.6% | +10.9% | -3.3% | +6.2% |
| 6M | -20.1% | +25.6% | -45.7% | -23.2% |
| YTD | +3.0% | +31.0% | -28.0% | -2.1% |
| 1Y | +3.2% | +32.3% | -29.0% | -2.1% |
| 3Y | +48.9% | +110.5% | -61.7% | +25.5% |
| All | +48.9% | +111.2% | -62.3% | +25.5% |
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