+108.7%
CCEP vs XME
+179.6%
-70.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.0% | +3.6% | -4.6% | -1.5% |
| 30D | -1.6% | +3.6% | -5.2% | -2.3% |
| 3M | +11.9% | +1.2% | +10.6% | +11.4% |
| 6M | +7.5% | +9.0% | -1.6% | +5.0% |
| YTD | +18.7% | +15.9% | +2.8% | +14.1% |
| 1Y | +21.4% | +43.2% | -21.8% | +10.7% |
| 3Y | +89.1% | +137.4% | -48.3% | +49.5% |
| 5Y | +108.7% | +185.0% | -76.3% | +43.8% |
| All | +108.7% | +179.6% | -70.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling