+1,567.4%
CCEP vs EFV
+249.2%
+1,318.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +2.1% | +2.5% | -0.4% | +0.4% |
| 30D | +10.6% | +2.9% | +7.7% | +8.4% |
| 3M | +10.3% | -1.4% | +11.7% | +11.3% |
| 6M | +31.1% | +5.5% | +25.6% | +26.1% |
| YTD | +32.1% | +16.1% | +16.1% | +19.0% |
| 1Y | +32.8% | +20.3% | +12.6% | +16.7% |
| 3Y | +111.3% | +90.4% | +20.9% | +34.6% |
| 5Y | +147.5% | +93.5% | +54.0% | +56.2% |
| 10Y | +338.1% | +161.5% | +176.6% | +127.4% |
| All | +1,567.4% | +249.2% | +1,318.2% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling