+341.1%
CCEP vs ESI
+306.3%
+34.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +5.4% | -6.6% | +12.0% | +6.7% |
| 30D | +12.8% | -9.8% | +22.6% | +14.7% |
| 3M | +10.9% | -11.9% | +22.8% | +12.9% |
| 6M | +25.6% | -25.1% | +50.7% | +31.2% |
| YTD | +31.0% | +31.9% | -0.9% | +16.7% |
| 1Y | +32.3% | +19.2% | +13.1% | +20.7% |
| 3Y | +110.5% | +76.2% | +34.4% | +65.5% |
| 5Y | +141.8% | +39.4% | +102.4% | +100.3% |
| 10Y | +341.1% | +304.9% | +36.2% | +177.2% |
| All | +341.1% | +306.3% | +34.9% | +177.2% |
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