+32.3%
CCEP vs EL
+30.6%
+1.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +5.4% | +7.6% | -2.3% | +4.4% |
| 30D | +12.8% | +15.7% | -2.9% | +10.7% |
| 3M | +10.9% | +30.5% | -19.7% | +7.3% |
| 6M | +25.6% | +32.5% | -6.9% | +21.1% |
| YTD | +31.0% | +9.4% | +21.5% | +26.3% |
| 1Y | +32.3% | +28.4% | +3.9% | +25.6% |
| All | +32.3% | +30.6% | +1.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling