+7,629.5%
CCEP vs ES
+1,275.7%
+6,353.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | +5.7% | +5.9% | -0.2% | +3.9% |
| 30D | +15.3% | +10.2% | +5.1% | +11.9% |
| 3M | +8.0% | +0.4% | +7.6% | +7.9% |
| 6M | +26.7% | +6.9% | +19.9% | +23.9% |
| YTD | +30.7% | +10.5% | +20.2% | +26.2% |
| 1Y | +36.5% | +3.2% | +33.3% | +34.2% |
| 3Y | +111.1% | +49.0% | +62.1% | +81.4% |
| 5Y | +149.7% | +4.5% | +145.3% | +138.1% |
| 10Y | +305.3% | +92.3% | +213.0% | +216.4% |
| All | +7,629.5% | +1,275.7% | +6,353.7% | +3,208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling