+343.1%
CCEP vs EFV
+163.3%
+179.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +2.1% | +2.5% | -0.4% | 0.0% |
| 30D | +10.6% | +2.9% | +7.7% | +8.0% |
| 3M | +10.3% | -1.4% | +11.7% | +11.5% |
| 6M | +31.1% | +5.5% | +25.6% | +25.0% |
| YTD | +32.1% | +16.1% | +16.1% | +16.2% |
| 1Y | +32.8% | +20.3% | +12.6% | +13.3% |
| 3Y | +111.3% | +90.4% | +20.9% | +19.9% |
| 5Y | +147.5% | +93.5% | +54.0% | +37.9% |
| All | +343.1% | +163.3% | +179.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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