+110.4%
CCEP vs EXPD
+72.7%
+37.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.7% | +1.3% |
| 7D | +5.7% | -4.8% | +10.5% | +5.8% |
| 30D | +15.3% | -1.5% | +16.8% | +15.3% |
| 3M | +8.0% | +4.1% | +3.9% | +7.8% |
| 6M | +26.7% | +24.0% | +2.7% | +25.6% |
| YTD | +30.7% | +27.4% | +3.3% | +28.9% |
| 1Y | +36.5% | +38.4% | -1.8% | +34.0% |
| All | +110.4% | +72.7% | +37.7% | +103.0% |
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