+110.1%
CCEP vs EME
+219.6%
-109.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.4% |
| 7D | +1.8% | +4.3% | -2.5% | +1.9% |
| 30D | +12.2% | -14.4% | +26.6% | +11.9% |
| 3M | +10.7% | -18.3% | +29.0% | +10.3% |
| 6M | +27.5% | -28.3% | +55.8% | +27.1% |
| YTD | +31.3% | +9.2% | +22.1% | +31.1% |
| 1Y | +29.9% | +4.3% | +25.6% | +29.7% |
| All | +110.1% | +219.6% | -109.5% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling