+108.4%
CCEP vs EXPD
+68.8%
+39.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | +2.6% | -7.2% | +9.7% | +2.7% |
| 30D | +15.1% | -3.3% | +18.4% | +15.1% |
| 3M | +7.3% | +3.4% | +3.9% | +7.0% |
| 6M | +23.4% | +22.7% | +0.7% | +22.3% |
| YTD | +29.4% | +24.5% | +4.9% | +27.7% |
| 1Y | +34.2% | +38.6% | -4.4% | +31.6% |
| 3Y | +108.4% | +71.5% | +36.9% | +101.1% |
| All | +108.4% | +68.8% | +39.5% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling