+230.4%
CCEP vs EFV
+167.0%
+63.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.7% | -2.0% | -3.7% | -4.2% |
| 30D | -3.4% | -0.2% | -3.2% | -3.3% |
| 3M | +5.5% | +9.1% | -3.6% | -1.9% |
| 6M | +2.2% | +11.7% | -9.5% | -6.9% |
| YTD | +14.6% | +17.0% | -2.4% | +0.3% |
| 1Y | +18.9% | +26.7% | -7.8% | -2.8% |
| 3Y | +82.6% | +90.2% | -7.6% | +4.0% |
| 5Y | +107.0% | +96.1% | +10.9% | +14.4% |
| All | +230.4% | +167.0% | +63.4% | +39.7% |
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