+32.8%
CCEP vs ESI
+21.7%
+11.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.1% | +5.5% | -3.4% | +2.5% |
| 30D | +10.6% | -7.8% | +18.3% | +10.1% |
| 3M | +10.3% | -15.0% | +25.3% | +9.7% |
| 6M | +31.1% | -24.9% | +56.0% | +30.2% |
| YTD | +32.1% | +33.2% | -1.1% | +30.9% |
| 1Y | +32.8% | +24.9% | +7.9% | +31.8% |
| All | +32.8% | +21.7% | +11.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling