+108.4%
CCEP vs EXR
+69.9%
+38.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +2.6% | +5.2% | -2.6% | +1.2% |
| 30D | +15.1% | +20.9% | -5.7% | +9.6% |
| 3M | +7.3% | +7.7% | -0.4% | +5.1% |
| 6M | +23.4% | +13.2% | +10.2% | +19.4% |
| YTD | +29.4% | +26.5% | +2.9% | +22.0% |
| 1Y | +34.2% | +27.2% | +7.0% | +26.4% |
| 3Y | +108.4% | +71.5% | +36.8% | +100.1% |
| All | +108.4% | +69.9% | +38.5% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling