+11.2%
QCOM vs CCEP
+148.1%
-136.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.4% | +2.6% | -2.2% | -0.6% |
| 30D | -6.6% | +15.1% | -21.8% | -11.6% |
| 3M | +3.7% | +7.3% | -3.6% | +0.5% |
| 6M | -13.3% | +23.4% | -36.7% | -21.2% |
| YTD | -1.8% | +29.4% | -31.2% | -13.1% |
| 1Y | -2.5% | +34.2% | -36.7% | -15.3% |
| 3Y | +47.0% | +108.4% | -61.4% | -1.5% |
| All | +11.2% | +148.1% | -136.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling