+335.5%
CCEP vs EXR
+217.4%
+118.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | +12.2% | +18.8% | -6.6% | +6.3% |
| 3M | +10.7% | +9.9% | +0.7% | +7.4% |
| 6M | +27.5% | +12.6% | +14.9% | +22.7% |
| YTD | +31.3% | +26.5% | +4.8% | +21.8% |
| 1Y | +29.9% | +24.5% | +5.4% | +21.0% |
| 3Y | +111.1% | +52.4% | +58.7% | +80.6% |
| 5Y | +142.3% | -1.5% | +143.9% | +134.4% |
| 10Y | +335.5% | +216.0% | +119.5% | +195.1% |
| All | +335.5% | +217.4% | +118.1% | +195.1% |
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