+165.5%
YUM vs CCEP
+236.1%
-70.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -2.8% | -3.2% | -5.1% |
| 30D | -5.8% | -4.0% | -1.8% | -4.4% |
| 3M | -7.6% | +5.2% | -12.8% | -9.3% |
| 6M | -9.1% | +2.7% | -11.9% | -10.1% |
| YTD | -5.5% | +14.5% | -20.0% | -10.2% |
| 1Y | -3.7% | +17.2% | -20.9% | -9.3% |
| 3Y | +17.8% | +79.3% | -61.5% | -5.2% |
| 5Y | +19.3% | +106.8% | -87.5% | -10.2% |
| All | +165.5% | +236.1% | -70.6% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling