+107.2%
CCEP vs EXPD
+61.6%
+45.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -3.1% | -1.1% | -1.9% | -2.9% |
| 30D | -2.6% | +4.1% | -6.7% | -3.3% |
| 3M | +14.9% | +17.9% | -3.0% | +11.4% |
| 6M | +2.3% | +29.2% | -27.0% | -2.7% |
| YTD | +17.8% | +27.4% | -9.5% | +11.7% |
| 1Y | +24.2% | +56.8% | -32.6% | +12.1% |
| 3Y | +84.7% | +68.0% | +16.7% | +60.4% |
| All | +107.2% | +61.6% | +45.6% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling