+79.5%
CCEP vs EOSE
+44.0%
+35.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | -5.7% | +14.0% | -19.7% | -5.8% |
| 30D | -3.4% | -5.9% | +2.5% | -3.4% |
| 3M | +5.5% | -34.3% | +39.8% | +5.6% |
| 6M | +2.2% | -37.8% | +40.0% | +2.2% |
| YTD | +14.6% | -65.2% | +79.8% | +14.7% |
| 1Y | +18.9% | -41.9% | +60.8% | +17.9% |
| All | +79.5% | +44.0% | +35.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling