+336.9%
CCEP vs ESI
+321.1%
+15.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -0.3% | +8.3% | -8.6% | -2.0% |
| 30D | +11.0% | -10.4% | +21.4% | +13.0% |
| 3M | +9.2% | -13.2% | +22.4% | +11.6% |
| 6M | +27.2% | -23.9% | +51.1% | +32.4% |
| YTD | +30.3% | +34.2% | -3.9% | +15.6% |
| 1Y | +28.7% | +22.2% | +6.4% | +16.7% |
| 3Y | +109.4% | +79.2% | +30.2% | +63.8% |
| 5Y | +144.1% | +38.1% | +105.9% | +102.8% |
| All | +336.9% | +321.1% | +15.8% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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