+284.4%
ZBH vs CCEP
+2,314.6%
-2,030.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | -2.8% | -3.1% | +0.2% | -1.8% |
| 30D | -0.1% | -2.6% | +2.5% | +0.8% |
| 3M | +13.4% | +14.9% | -1.5% | +8.0% |
| 6M | +3.0% | +2.3% | +0.7% | +1.8% |
| YTD | +9.7% | +17.8% | -8.2% | +3.1% |
| 1Y | -5.4% | +24.2% | -29.6% | -12.8% |
| 3Y | -15.6% | +84.7% | -100.3% | -32.9% |
| 5Y | -28.1% | +103.2% | -131.3% | -45.6% |
| 10Y | -15.2% | +257.4% | -272.6% | -48.6% |
| All | +284.4% | +2,314.6% | -2,030.2% | +28.9% |
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