+3,663.6%
CCEP vs EL
+1,685.7%
+1,977.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.8% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -2.6% | +19.8% | -22.4% | -7.4% |
| 3M | +14.9% | +25.7% | -10.8% | +7.9% |
| 6M | +2.3% | +5.4% | -3.2% | -0.6% |
| YTD | +17.8% | +0.2% | +17.6% | +15.0% |
| 1Y | +24.2% | +20.4% | +3.8% | +14.8% |
| 3Y | +84.7% | -32.1% | +116.9% | +86.8% |
| 5Y | +103.2% | -67.2% | +170.4% | +147.2% |
| 10Y | +257.4% | +31.7% | +225.6% | +190.9% |
| All | +3,663.6% | +1,685.7% | +1,977.8% | +1,629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling