+144.1%
CCEP vs ESTC
-49.1%
+193.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.3% | +5.8% | -6.1% | -0.6% |
| 30D | +11.0% | -5.6% | +16.5% | +11.1% |
| 3M | +9.2% | +15.4% | -6.2% | +8.1% |
| 6M | +27.2% | +77.8% | -50.6% | +23.0% |
| YTD | +30.3% | +18.1% | +12.2% | +28.6% |
| 1Y | +28.7% | -3.7% | +32.4% | +28.4% |
| 3Y | +109.4% | +16.9% | +92.5% | +99.7% |
| 5Y | +144.1% | -51.2% | +195.3% | +103.7% |
| All | +144.1% | -49.1% | +193.2% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling