+4,173.9%
YUM vs CCEP
+1,195.8%
+2,978.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -0.8% | -1.6% | +0.8% | -0.4% |
| 3M | +1.5% | +11.9% | -10.4% | -1.5% |
| 6M | -6.1% | +7.5% | -13.6% | -8.0% |
| YTD | -0.2% | +18.7% | -19.0% | -4.9% |
| 1Y | +2.5% | +21.4% | -18.9% | -2.9% |
| 3Y | +24.6% | +89.1% | -64.5% | +4.5% |
| 5Y | +25.7% | +108.7% | -83.1% | +1.6% |
| 10Y | +179.7% | +241.0% | -61.3% | +94.1% |
| All | +4,173.9% | +1,195.8% | +2,978.0% | +1,888.8% |
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