+302.3%
CCEP vs ESI
+323.5%
-21.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -4.0% | +0.1% |
| 7D | +1.7% | -3.5% | +5.1% | +2.2% |
| 30D | +12.7% | -9.3% | +22.0% | +14.5% |
| 3M | +8.5% | -12.8% | +21.3% | +10.7% |
| 6M | +25.6% | -24.6% | +50.2% | +31.0% |
| YTD | +30.9% | +32.7% | -1.8% | +16.5% |
| 1Y | +32.0% | +20.3% | +11.7% | +20.2% |
| 3Y | +110.9% | +80.2% | +30.7% | +64.8% |
| 5Y | +138.5% | +40.0% | +98.5% | +97.4% |
| 10Y | +302.3% | +310.8% | -8.5% | +150.3% |
| All | +302.3% | +323.5% | -21.1% | +150.3% |
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