+107.0%
CCEP vs ET
+241.7%
-134.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.7% | +1.4% | -7.1% | -6.0% |
| 30D | -3.4% | +4.6% | -8.0% | -4.2% |
| 3M | +5.5% | +16.0% | -10.5% | +2.6% |
| 6M | +2.2% | +22.8% | -20.6% | -1.9% |
| YTD | +14.6% | +38.9% | -24.2% | +7.2% |
| 1Y | +18.9% | +34.1% | -15.2% | +12.0% |
| 3Y | +82.6% | +98.8% | -16.2% | +54.6% |
| 5Y | +107.0% | +246.8% | -139.8% | +54.1% |
| All | +107.0% | +241.7% | -134.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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