-46.2%
QXO vs CCEP
+82.4%
-128.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -7.8% | -2.8% | -5.0% | -5.3% |
| 30D | -18.1% | -4.0% | -14.1% | -15.2% |
| 3M | -25.8% | +5.2% | -31.0% | -30.5% |
| 6M | -41.7% | +2.7% | -44.4% | -44.1% |
| YTD | -36.2% | +14.5% | -50.7% | -45.8% |
| 1Y | -42.1% | +17.2% | -59.3% | -52.4% |
| 3Y | -46.2% | +79.3% | -125.5% | -90.7% |
| All | -46.2% | +82.4% | -128.6% | -90.7% |
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