+23.8%
CCEP vs WETO
-99.4%
+123.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | -2.8% | -4.3% | +1.5% | -2.8% |
| 30D | -4.0% | -39.9% | +35.9% | -2.9% |
| 3M | +5.2% | -97.9% | +103.1% | +7.1% |
| 6M | +2.7% | -95.0% | +97.7% | +4.6% |
| YTD | +14.5% | -97.2% | +111.7% | +16.5% |
| 1Y | +17.2% | -98.9% | +116.1% | +19.2% |
| All | +23.8% | -99.4% | +123.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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