-42.3%
ZS vs CCEP
+108.6%
-150.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.9% |
| 7D | -9.2% | -1.0% | -8.2% | -8.9% |
| 30D | -4.0% | -1.6% | -2.4% | -3.6% |
| 3M | +25.3% | +11.9% | +13.4% | +20.2% |
| 6M | -1.3% | +7.5% | -8.7% | -4.5% |
| YTD | -28.0% | +18.7% | -46.7% | -34.2% |
| 1Y | -42.5% | +21.4% | -63.9% | -48.3% |
| 3Y | +0.7% | +89.1% | -88.4% | -31.8% |
| 5Y | -42.3% | +108.7% | -151.0% | -66.2% |
| All | -42.3% | +108.6% | -150.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling