+382.0%
CCEP vs ESI
+224.6%
+157.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.6% |
| 7D | -3.1% | +3.3% | -6.4% | -3.7% |
| 30D | -2.6% | -5.9% | +3.3% | -1.7% |
| 3M | +14.9% | -14.1% | +29.0% | +17.0% |
| 6M | +2.3% | +6.6% | -4.3% | -0.7% |
| YTD | +17.8% | +45.0% | -27.2% | +7.5% |
| 1Y | +24.2% | +41.5% | -17.2% | +13.3% |
| 3Y | +84.7% | +78.8% | +6.0% | +57.4% |
| 5Y | +103.2% | +70.9% | +32.3% | +72.8% |
| 10Y | +257.4% | +317.1% | -59.7% | +155.0% |
| All | +382.0% | +224.6% | +157.3% | +261.4% |
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