+242.0%
CCEP vs EOSE
-60.6%
+302.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.8% | +1.8% | -4.6% | -2.9% |
| 30D | -4.0% | -6.8% | +2.8% | -4.0% |
| 3M | +5.2% | -36.3% | +41.5% | +5.7% |
| 6M | +2.7% | -38.8% | +41.5% | +2.9% |
| YTD | +14.5% | -65.5% | +80.1% | +15.5% |
| 1Y | +17.2% | -45.3% | +62.5% | +16.4% |
| 3Y | +79.3% | +44.2% | +35.2% | +69.5% |
| 5Y | +106.8% | -69.5% | +176.3% | +93.2% |
| All | +242.0% | -60.6% | +302.6% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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