+9,012.0%
WMT vs CCEP
+6,869.6%
+2,142.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +3.9% | -3.1% | +7.0% | +4.5% |
| 30D | -4.4% | -2.6% | -1.8% | -3.9% |
| 3M | -8.8% | +14.9% | -23.7% | -11.2% |
| 6M | -15.6% | +2.3% | -17.9% | -16.1% |
| YTD | -3.2% | +17.8% | -21.1% | -6.4% |
| 1Y | +7.0% | +24.2% | -17.2% | +2.5% |
| 3Y | +105.3% | +84.7% | +20.6% | +82.1% |
| 5Y | +129.3% | +103.2% | +26.1% | +97.7% |
| 10Y | +423.9% | +257.4% | +166.6% | +295.0% |
| All | +9,012.0% | +6,869.6% | +2,142.3% | +3,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling