+141.8%
CCEP vs ES
+1.9%
+139.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +12.8% | +5.9% | +6.8% | +11.0% |
| 3M | +10.9% | -1.0% | +11.9% | +11.1% |
| 6M | +25.6% | +7.2% | +18.5% | +23.3% |
| YTD | +31.0% | +7.0% | +24.0% | +28.4% |
| 1Y | +32.3% | +0.5% | +31.8% | +31.4% |
| 3Y | +110.5% | +48.7% | +61.9% | +83.8% |
| 5Y | +141.8% | +1.9% | +139.9% | +125.7% |
| All | +141.8% | +1.9% | +139.9% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling