+142.3%
CCEP vs EVRG
+66.8%
+75.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.8% | +2.5% | -0.7% | +0.8% |
| 30D | +12.2% | +8.4% | +3.8% | +8.9% |
| 3M | +10.7% | +8.6% | +2.1% | +7.3% |
| 6M | +27.5% | +7.7% | +19.8% | +23.9% |
| YTD | +31.3% | +25.0% | +6.4% | +20.6% |
| 1Y | +29.9% | +18.7% | +11.2% | +21.5% |
| 3Y | +111.1% | +102.1% | +9.0% | +61.6% |
| 5Y | +142.3% | +66.8% | +75.5% | +96.0% |
| All | +142.3% | +66.8% | +75.6% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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