+24.2%
CCEP vs EXR
+1.1%
+23.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.0% |
| 30D | -2.6% | -7.2% | +4.6% | +0.3% |
| 3M | +14.9% | -3.5% | +18.4% | +16.5% |
| 6M | +2.3% | -5.3% | +7.6% | +3.2% |
| YTD | +17.8% | +9.4% | +8.5% | +14.4% |
| 1Y | +24.2% | +1.3% | +22.9% | +23.5% |
| All | +24.2% | +1.1% | +23.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling