+20.3%
YUM vs CCEP
+82.6%
-62.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.2% | -5.7% | +0.5% | -3.1% |
| 30D | -0.1% | -3.4% | +3.3% | +1.3% |
| 3M | -4.3% | +5.5% | -9.8% | -5.9% |
| 6M | -8.7% | +2.2% | -10.9% | -9.4% |
| YTD | -3.5% | +14.6% | -18.1% | -7.9% |
| 1Y | +0.5% | +18.9% | -18.5% | -5.5% |
| All | +20.3% | +82.6% | -62.3% | -1.5% |
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 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