+302.3%
CCEP vs EXR
+215.3%
+87.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.7% | +2.7% | -1.0% | +0.8% |
| 30D | +12.7% | +18.9% | -6.2% | +6.7% |
| 3M | +8.5% | +8.4% | +0.1% | +5.7% |
| 6M | +25.6% | +14.3% | +11.3% | +20.2% |
| YTD | +30.9% | +27.2% | +3.7% | +21.0% |
| 1Y | +32.0% | +25.9% | +6.0% | +22.3% |
| 3Y | +110.9% | +54.6% | +56.3% | +79.2% |
| 5Y | +138.5% | -0.6% | +139.1% | +129.7% |
| 10Y | +302.3% | +208.5% | +93.8% | +164.1% |
| All | +302.3% | +215.3% | +87.0% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling