+16.6%
CCEP vs EFV
+27.3%
-10.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | +7.2% | +8.4% | -1.2% | +2.5% |
| 6M | +3.3% | +12.3% | -9.1% | -3.3% |
| YTD | +15.7% | +17.4% | -1.7% | +7.7% |
| 1Y | +16.6% | +27.1% | -10.6% | +5.2% |
| All | +16.6% | +27.3% | -10.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling