+264.7%
ZETA vs CCEP
+123.0%
+141.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | +6.2% | +1.7% | +4.6% | +5.5% |
| 30D | -2.0% | +12.7% | -14.7% | -6.5% |
| 3M | +21.7% | +8.5% | +13.2% | +17.6% |
| 6M | +89.1% | +25.6% | +63.6% | +72.8% |
| YTD | +59.3% | +30.9% | +28.4% | +41.4% |
| 1Y | +66.2% | +32.0% | +34.2% | +46.9% |
| 3Y | +297.3% | +110.9% | +186.4% | +158.9% |
| 5Y | +227.5% | +138.5% | +89.0% | +91.9% |
| All | +264.7% | +123.0% | +141.7% | +109.7% |
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