+1,901.6%
CCEP vs ET
+1,310.3%
+591.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | +2.5% | -0.4% | +1.6% |
| 30D | +10.6% | -2.5% | +13.0% | +11.0% |
| 3M | +10.3% | -4.9% | +15.2% | +11.2% |
| 6M | +31.1% | -0.1% | +31.2% | +30.7% |
| YTD | +32.1% | +26.2% | +5.9% | +25.4% |
| 1Y | +32.8% | +25.2% | +7.7% | +26.3% |
| 3Y | +111.3% | +84.2% | +27.1% | +83.9% |
| 5Y | +147.5% | +216.1% | -68.6% | +90.8% |
| 10Y | +338.1% | +160.7% | +177.4% | +226.8% |
| All | +1,901.6% | +1,310.3% | +591.4% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling