+1,776.7%
CCEP vs EXEL
+346.4%
+1,430.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +5.4% | -2.4% | +7.8% | +5.6% |
| 30D | +12.8% | +17.9% | -5.2% | +11.2% |
| 3M | +10.9% | +33.3% | -22.4% | +8.1% |
| 6M | +25.6% | +46.6% | -20.9% | +21.4% |
| YTD | +31.0% | +61.0% | -30.0% | +25.4% |
| 1Y | +32.3% | +70.4% | -38.2% | +26.0% |
| 3Y | +110.5% | +236.1% | -125.6% | +87.1% |
| 5Y | +141.8% | +284.8% | -143.0% | +111.0% |
| 10Y | +341.1% | +348.4% | -7.3% | +265.1% |
| All | +1,776.7% | +346.4% | +1,430.3% | +1,157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling