+5,563.7%
CCEP vs EME
+61,143.5%
-55,579.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.5% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -2.6% | -8.3% | +5.7% | -0.9% |
| 3M | +14.9% | -10.7% | +25.7% | +16.5% |
| 6M | +2.3% | +1.9% | +0.4% | +0.3% |
| YTD | +17.8% | +23.5% | -5.6% | +10.1% |
| 1Y | +24.2% | +18.0% | +6.2% | +15.9% |
| 3Y | +84.7% | +236.1% | -151.4% | +29.3% |
| 5Y | +103.2% | +527.9% | -424.7% | +20.9% |
| 10Y | +257.4% | +1,252.8% | -995.4% | +74.3% |
| All | +5,563.7% | +61,143.5% | -55,579.8% | +1,744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling