+193.4%
CCEP vs ESTC
+31.2%
+162.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.7% |
| 7D | -3.1% | -8.1% | +5.0% | -2.4% |
| 30D | -2.6% | +31.7% | -34.3% | -5.0% |
| 3M | +14.9% | +41.1% | -26.1% | +11.3% |
| 6M | +2.3% | +77.1% | -74.8% | -3.2% |
| YTD | +17.8% | +21.7% | -3.8% | +14.9% |
| 1Y | +24.2% | +8.4% | +15.8% | +22.0% |
| 3Y | +84.7% | +23.6% | +61.1% | +71.6% |
| 5Y | +103.2% | -46.5% | +149.7% | +99.9% |
| All | +193.4% | +31.2% | +162.3% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling