+34.2%
CCEP vs ESTC
-2.5%
+36.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -0.9% |
| 7D | +2.6% | -11.5% | +14.1% | +2.1% |
| 30D | +15.1% | -7.5% | +22.7% | +14.7% |
| 3M | +7.3% | +23.1% | -15.8% | +8.8% |
| 6M | +23.4% | +75.3% | -51.9% | +28.1% |
| YTD | +29.4% | +14.1% | +15.3% | +32.4% |
| 1Y | +34.2% | -0.6% | +34.8% | +37.1% |
| All | +34.2% | -2.5% | +36.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling