+302.3%
CCEP vs EL
+63.1%
+239.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.5% |
| 7D | +1.7% | +8.0% | -6.4% | -0.1% |
| 30D | +12.7% | +15.4% | -2.7% | +9.0% |
| 3M | +8.5% | +28.5% | -20.0% | +1.9% |
| 6M | +25.6% | +32.2% | -6.7% | +16.7% |
| YTD | +30.9% | +9.2% | +21.7% | +25.4% |
| 1Y | +32.0% | +30.8% | +1.2% | +20.7% |
| 3Y | +110.9% | +3.7% | +107.2% | +92.8% |
| 5Y | +138.5% | -64.8% | +203.2% | +215.4% |
| 10Y | +302.3% | +60.0% | +242.3% | +223.3% |
| All | +302.3% | +63.1% | +239.3% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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