+34.2%
CCEP vs EXR
+26.1%
+8.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.6% | +5.2% | -2.6% | +0.3% |
| 30D | +15.1% | +20.9% | -5.7% | +6.1% |
| 3M | +7.3% | +7.7% | -0.4% | +3.7% |
| 6M | +23.4% | +13.2% | +10.2% | +16.6% |
| YTD | +29.4% | +26.5% | +2.9% | +17.8% |
| 1Y | +34.2% | +27.2% | +7.0% | +22.5% |
| All | +34.2% | +26.1% | +8.1% | +22.5% |
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