+33.6%
ECHO vs CCEP
+24.3%
+9.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.2% |
| 7D | +3.4% | -3.1% | +6.5% | +3.2% |
| 30D | +2.4% | -2.6% | +5.0% | +2.2% |
| 3M | -28.0% | +14.9% | -42.9% | -28.3% |
| 6M | -21.2% | +2.3% | -23.5% | -20.1% |
| YTD | -17.4% | +17.8% | -35.2% | -17.2% |
| 1Y | +33.6% | +24.2% | +9.4% | +26.3% |
| All | +33.6% | +24.3% | +9.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling