+111.3%
CCEP vs EXEL
+230.5%
-119.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +10.6% | +13.1% | -2.5% | +9.7% |
| 3M | +10.3% | +36.3% | -26.0% | +8.2% |
| 6M | +31.1% | +34.5% | -3.4% | +28.6% |
| YTD | +32.1% | +57.4% | -25.3% | +28.3% |
| 1Y | +32.8% | +62.9% | -30.1% | +28.7% |
| 3Y | +111.3% | +229.5% | -118.2% | +87.5% |
| All | +111.3% | +230.5% | -119.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling