+335.5%
CCEP vs EFV
+161.2%
+174.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.8% | -1.0% | +2.7% | +2.5% |
| 30D | +12.2% | +3.1% | +9.1% | +9.4% |
| 3M | +10.7% | -1.2% | +11.9% | +11.7% |
| 6M | +27.5% | +5.6% | +21.8% | +21.5% |
| YTD | +31.3% | +15.8% | +15.5% | +15.7% |
| 1Y | +29.9% | +20.0% | +9.9% | +11.0% |
| 3Y | +111.1% | +91.0% | +20.1% | +19.4% |
| 5Y | +142.3% | +93.7% | +48.7% | +34.8% |
| 10Y | +335.5% | +160.9% | +174.6% | +85.6% |
| All | +335.5% | +161.2% | +174.3% | +85.6% |
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