+302.3%
CCEP vs ES
+82.6%
+219.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +12.7% | +5.7% | +7.0% | +10.5% |
| 3M | +8.5% | -2.8% | +11.3% | +9.6% |
| 6M | +25.6% | +7.0% | +18.6% | +22.3% |
| YTD | +30.9% | +6.8% | +24.1% | +27.3% |
| 1Y | +32.0% | -0.5% | +32.4% | +31.0% |
| 3Y | +110.9% | +47.2% | +63.8% | +75.9% |
| 5Y | +138.5% | +2.3% | +136.2% | +127.8% |
| 10Y | +302.3% | +85.6% | +216.7% | +198.6% |
| All | +302.3% | +82.6% | +219.7% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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