+230.1%
CCEP vs EQNR
+416.8%
-186.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.8% | +6.4% | -9.3% | -3.9% |
| 30D | -4.0% | +10.4% | -14.4% | -5.8% |
| 3M | +5.2% | +23.1% | -17.9% | +0.8% |
| 6M | +2.7% | +36.3% | -33.6% | -4.8% |
| YTD | +14.5% | +96.0% | -81.5% | -2.3% |
| 1Y | +17.2% | +94.2% | -77.1% | -0.1% |
| 3Y | +79.3% | +75.3% | +4.1% | +53.5% |
| 5Y | +106.8% | +187.2% | -80.5% | +44.8% |
| All | +230.1% | +416.8% | -186.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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