+437.1%
CCEP vs ESI
+207.0%
+230.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.4% |
| 7D | +1.8% | +1.8% | -0.1% | +1.3% |
| 30D | +12.2% | -6.6% | +18.8% | +13.0% |
| 3M | +10.7% | -9.4% | +20.0% | +11.7% |
| 6M | +27.5% | -24.1% | +51.6% | +31.7% |
| YTD | +31.3% | +37.1% | -5.8% | +20.2% |
| 1Y | +29.9% | +24.5% | +5.4% | +20.9% |
| 3Y | +111.1% | +83.2% | +27.9% | +77.7% |
| 5Y | +142.3% | +44.0% | +98.4% | +111.5% |
| 10Y | +335.5% | +332.8% | +2.6% | +209.5% |
| All | +437.1% | +207.0% | +230.2% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling