+238.1%
CCEP vs EL
+28.8%
+209.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.9% |
| 7D | -3.7% | -2.4% | -1.3% | -3.2% |
| 30D | -2.1% | +13.7% | -15.8% | -5.3% |
| 3M | +7.2% | +14.5% | -7.3% | +3.4% |
| 6M | +3.3% | +7.4% | -4.1% | +0.3% |
| YTD | +15.7% | -4.7% | +20.4% | +14.5% |
| 1Y | +16.6% | +12.9% | +3.6% | +9.9% |
| 3Y | +84.3% | -32.2% | +116.5% | +90.9% |
| 5Y | +109.0% | -68.4% | +177.4% | +181.1% |
| 10Y | +238.1% | +28.3% | +209.9% | +187.4% |
| All | +238.1% | +28.8% | +209.3% | +187.4% |
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