+403.3%
ZS vs CCEP
+220.4%
+182.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.1% | +3.1% |
| 7D | -3.8% | -3.7% | -0.2% | -3.1% |
| 30D | -6.0% | -2.1% | -3.9% | -5.7% |
| 3M | +32.0% | +7.2% | +24.8% | +29.9% |
| 6M | +2.1% | +3.3% | -1.1% | +1.0% |
| YTD | -26.2% | +15.7% | -41.8% | -29.4% |
| 1Y | -41.2% | +16.6% | -57.7% | -43.9% |
| 3Y | +3.3% | +84.3% | -80.9% | -13.2% |
| 5Y | -40.7% | +109.0% | -149.7% | -52.6% |
| All | +403.3% | +220.4% | +182.9% | +250.9% |
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 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