+226.0%
CCEP vs ESTC
+28.9%
+197.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.8% |
| 7D | +1.7% | -1.2% | +2.8% | +1.7% |
| 30D | +12.7% | -8.1% | +20.8% | +13.3% |
| 3M | +8.5% | +20.2% | -11.7% | +6.4% |
| 6M | +25.6% | +72.7% | -47.2% | +19.1% |
| YTD | +30.9% | +19.6% | +11.3% | +27.5% |
| 1Y | +32.0% | +0.3% | +31.7% | +30.4% |
| 3Y | +110.9% | +22.8% | +88.1% | +95.9% |
| 5Y | +138.5% | -50.9% | +189.3% | +137.0% |
| All | +226.0% | +28.9% | +197.0% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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