+138.5%
CCEP vs EXPD
+61.0%
+77.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | +1.7% | -5.5% | +7.1% | +2.5% |
| 30D | +12.7% | -1.9% | +14.6% | +12.9% |
| 3M | +8.5% | +6.1% | +2.4% | +7.1% |
| 6M | +25.6% | +21.6% | +3.9% | +20.7% |
| YTD | +30.9% | +27.9% | +3.0% | +23.6% |
| 1Y | +32.0% | +39.4% | -7.4% | +22.1% |
| 3Y | +110.9% | +72.7% | +38.3% | +80.4% |
| 5Y | +138.5% | +60.3% | +78.2% | +99.5% |
| All | +138.5% | +61.0% | +77.5% | +99.5% |
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 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