+1,637.5%
CCEP vs XME
+242.3%
+1,395.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -2.6% | +6.0% | -8.6% | -4.4% |
| 3M | +14.9% | -7.7% | +22.7% | +16.5% |
| 6M | +2.3% | +1.0% | +1.3% | +0.7% |
| YTD | +17.8% | +14.6% | +3.2% | +11.1% |
| 1Y | +24.2% | +46.0% | -21.7% | +8.3% |
| 3Y | +84.7% | +127.0% | -42.3% | +38.3% |
| 5Y | +103.2% | +175.8% | -72.6% | +39.3% |
| 10Y | +257.4% | +414.6% | -157.3% | +91.1% |
| All | +1,637.5% | +242.3% | +1,395.2% | +737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling