+295.2%
CCEP vs XLRE
+111.8%
+183.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -1.6% | -2.4% | +0.8% | -0.1% |
| 3M | +11.9% | +0.6% | +11.3% | +11.4% |
| 6M | +7.5% | +3.9% | +3.5% | +4.9% |
| YTD | +18.7% | +10.5% | +8.2% | +11.6% |
| 1Y | +21.4% | +8.4% | +13.0% | +15.4% |
| 3Y | +89.1% | +32.8% | +56.3% | +56.0% |
| 5Y | +108.7% | +7.0% | +101.7% | +95.8% |
| 10Y | +241.0% | +83.8% | +157.2% | +133.7% |
| All | +295.2% | +111.8% | +183.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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