+251.9%
CCEP vs EOSE
-61.3%
+313.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -14.0% | -3.3% |
| 7D | -3.1% | +19.0% | -22.1% | -3.3% |
| 30D | -2.6% | +1.6% | -4.2% | -2.7% |
| 3M | +14.9% | -52.0% | +66.9% | +16.1% |
| 6M | +2.3% | -42.5% | +44.8% | +2.6% |
| YTD | +17.8% | -66.1% | +84.0% | +18.9% |
| 1Y | +24.2% | -47.1% | +71.3% | +23.5% |
| 3Y | +84.7% | +0.8% | +83.9% | +76.2% |
| 5Y | +103.2% | -71.7% | +174.9% | +90.2% |
| All | +251.9% | -61.3% | +313.2% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling