+148.2%
CCEP vs ESI
+28.5%
+119.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +2.6% | -8.5% | +11.1% | +3.7% |
| 30D | +15.1% | -15.7% | +30.8% | +17.6% |
| 3M | +7.3% | -18.2% | +25.5% | +9.9% |
| 6M | +23.4% | -28.8% | +52.3% | +28.5% |
| YTD | +29.4% | +26.3% | +3.1% | +17.1% |
| 1Y | +34.2% | +18.2% | +16.0% | +23.1% |
| 3Y | +108.4% | +68.1% | +40.2% | +62.1% |
| All | +148.2% | +28.5% | +119.7% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling