+343.1%
CCEP vs EXPD
+335.0%
+8.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.1% | +5.5% | -3.4% | +0.7% |
| 30D | +10.6% | -0.8% | +11.4% | +10.6% |
| 3M | +10.3% | +4.1% | +6.2% | +8.8% |
| 6M | +31.1% | +25.7% | +5.4% | +22.6% |
| YTD | +32.1% | +31.4% | +0.7% | +20.8% |
| 1Y | +32.8% | +42.2% | -9.4% | +18.5% |
| 3Y | +111.3% | +77.2% | +34.2% | +71.4% |
| 5Y | +147.5% | +61.0% | +86.5% | +103.3% |
| All | +343.1% | +335.0% | +8.1% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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