+343.1%
CCEP vs EME
+905.2%
-562.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.1% | +8.4% | -6.3% | +0.1% |
| 30D | +10.6% | -11.5% | +22.1% | +13.3% |
| 3M | +10.3% | -20.6% | +31.0% | +15.6% |
| 6M | +31.1% | -28.5% | +59.6% | +39.9% |
| YTD | +32.1% | +8.0% | +24.1% | +24.1% |
| 1Y | +32.8% | +6.8% | +26.1% | +24.9% |
| 3Y | +111.3% | +213.9% | -102.6% | +21.5% |
| 5Y | +147.5% | +414.8% | -267.3% | +11.3% |
| All | +343.1% | +905.2% | -562.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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