+294.6%
CCEP vs EOSE
-81.0%
+375.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.3% |
| 7D | +2.1% | +9.8% | -7.7% | +2.0% |
| 30D | +10.6% | -2.1% | +12.6% | +10.5% |
| 3M | +10.3% | -54.1% | +64.4% | +11.3% |
| 6M | +31.1% | -76.9% | +108.0% | +33.4% |
| YTD | +32.1% | -83.3% | +115.5% | +34.4% |
| 1Y | +32.8% | -87.4% | +120.3% | +35.7% |
| 3Y | +111.3% | +61.9% | +49.5% | +97.5% |
| 5Y | +147.5% | -82.1% | +229.6% | +132.1% |
| All | +294.6% | -81.0% | +375.5% | +334.0% |
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