+302.3%
CCEP vs EXEL
+445.6%
-143.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | +1.7% | +2.3% | -0.6% | +1.4% |
| 30D | +12.7% | +19.8% | -7.1% | +10.6% |
| 3M | +8.5% | +32.7% | -24.2% | +5.3% |
| 6M | +25.6% | +49.0% | -23.4% | +20.2% |
| YTD | +30.9% | +63.7% | -32.8% | +23.8% |
| 1Y | +32.0% | +75.8% | -43.8% | +23.8% |
| 3Y | +110.9% | +241.3% | -130.4% | +80.9% |
| 5Y | +138.5% | +289.0% | -150.6% | +99.5% |
| 10Y | +302.3% | +377.6% | -75.3% | +244.0% |
| All | +302.3% | +445.6% | -143.2% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling