+1,345.2%
CCEP vs EFV
+255.9%
+1,089.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -4.0% | +0.6% | -4.7% | -4.4% |
| 3M | +5.2% | +7.5% | -2.3% | +0.1% |
| 6M | +2.7% | +13.0% | -10.3% | -5.7% |
| YTD | +14.5% | +18.3% | -3.8% | +1.9% |
| 1Y | +17.2% | +26.7% | -9.6% | -0.6% |
| 3Y | +79.3% | +89.6% | -10.2% | +14.6% |
| 5Y | +106.8% | +98.2% | +8.5% | +28.5% |
| 10Y | +234.7% | +167.4% | +67.4% | +71.2% |
| All | +1,345.2% | +255.9% | +1,089.2% | +483.1% |
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