+30.9%
QCOM vs CCEP
+105.1%
-74.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.5% |
| 6M | +22.8% | +2.3% | +20.6% | +20.7% |
| YTD | +0.2% | +17.8% | -17.7% | -7.8% |
| 1Y | +7.9% | +24.2% | -16.4% | -3.6% |
| 3Y | +55.8% | +84.7% | -28.9% | +10.7% |
| All | +30.9% | +105.1% | -74.2% | -15.5% |
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 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