+1,588.4%
CCEP vs EXEL
+273.2%
+1,315.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -3.1% | +8.4% | -11.4% | -3.7% |
| 30D | -2.6% | +4.1% | -6.7% | -3.0% |
| 3M | +14.9% | +12.4% | +2.5% | +13.7% |
| 6M | +2.3% | +41.5% | -39.3% | -0.9% |
| YTD | +17.8% | +34.6% | -16.8% | +14.6% |
| 1Y | +24.2% | +57.9% | -33.7% | +19.0% |
| 3Y | +84.7% | +159.5% | -74.8% | +67.7% |
| 5Y | +103.2% | +198.5% | -95.3% | +81.0% |
| 10Y | +257.4% | +411.4% | -154.0% | +191.3% |
| All | +1,588.4% | +273.2% | +1,315.2% | +1,049.0% |
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 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