+6,869.6%
CCEP vs ED
+2,217.3%
+4,652.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -2.6% | -0.1% | -2.5% | -2.5% |
| 3M | +14.9% | +3.9% | +11.0% | +13.1% |
| 6M | +2.3% | -3.0% | +5.3% | +3.4% |
| YTD | +17.8% | +10.7% | +7.2% | +12.9% |
| 1Y | +24.2% | +13.3% | +10.9% | +17.7% |
| 3Y | +84.7% | +34.5% | +50.2% | +61.6% |
| 5Y | +103.2% | +67.1% | +36.1% | +61.1% |
| 10Y | +257.4% | +103.0% | +154.3% | +154.5% |
| All | +6,869.6% | +2,217.3% | +4,652.4% | +1,921.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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