+25.1%
CCEP vs WETO
-99.4%
+124.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.6% | -2.6% |
| 7D | -3.7% | -38.7% | +35.0% | -3.9% |
| 30D | -2.1% | -51.3% | +49.2% | -1.1% |
| 3M | +7.2% | -97.8% | +105.0% | +9.1% |
| 6M | +3.3% | -94.8% | +98.0% | +5.2% |
| YTD | +15.7% | -97.2% | +112.9% | +17.7% |
| 1Y | +16.6% | -98.9% | +115.5% | +18.6% |
| All | +25.1% | -99.4% | +124.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling