+4,032.6%
CCEP vs EL
+1,792.3%
+2,240.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | +15.1% | +16.5% | -1.4% | +10.7% |
| 3M | +7.3% | +29.2% | -21.9% | -0.1% |
| 6M | +23.4% | +27.9% | -4.5% | +14.8% |
| YTD | +29.4% | +6.2% | +23.2% | +24.2% |
| 1Y | +34.2% | +27.2% | +7.1% | +22.7% |
| 3Y | +108.4% | +3.2% | +105.1% | +88.6% |
| 5Y | +147.3% | -66.0% | +213.2% | +198.3% |
| 10Y | +301.3% | +58.3% | +243.0% | +211.1% |
| All | +4,032.6% | +1,792.3% | +2,240.2% | +1,767.8% |
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