+241.0%
CCEP vs EXEL
+380.2%
-139.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.0% | +1.4% | -2.3% | -1.1% |
| 30D | -1.6% | +6.7% | -8.3% | -2.2% |
| 3M | +11.9% | +11.5% | +0.4% | +10.6% |
| 6M | +7.5% | +38.8% | -31.3% | +3.9% |
| YTD | +18.7% | +31.6% | -12.8% | +15.2% |
| 1Y | +21.4% | +53.0% | -31.6% | +15.9% |
| 3Y | +89.1% | +160.8% | -71.7% | +68.7% |
| 5Y | +108.7% | +190.1% | -81.4% | +82.5% |
| 10Y | +241.0% | +367.0% | -126.0% | +202.3% |
| All | +241.0% | +380.2% | -139.2% | +202.3% |
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