+238.1%
CCEP vs ESI
+308.3%
-70.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -3.7% | +3.9% | -7.6% | -4.5% |
| 30D | -2.1% | -3.8% | +1.7% | -1.4% |
| 3M | +7.2% | -13.1% | +20.3% | +9.3% |
| 6M | +3.3% | +11.3% | -8.1% | -1.8% |
| YTD | +15.7% | +44.1% | -28.4% | +2.4% |
| 1Y | +16.6% | +40.3% | -23.8% | +3.1% |
| 3Y | +84.3% | +84.1% | +0.2% | +46.2% |
| 5Y | +109.0% | +75.8% | +33.2% | +65.3% |
| 10Y | +238.1% | +320.7% | -82.6% | +118.2% |
| All | +238.1% | +308.3% | -70.1% | +118.2% |
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