+192.7%
ECHO vs CCEP
+244.1%
-51.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +8.6% | -1.0% | +9.6% | +9.0% |
| 30D | +3.8% | -1.6% | +5.4% | +4.3% |
| 3M | -19.9% | +11.9% | -31.8% | -23.8% |
| 6M | -12.1% | +7.5% | -19.5% | -15.4% |
| YTD | -14.1% | +18.7% | -32.8% | -20.8% |
| 1Y | +15.9% | +21.4% | -5.5% | +5.5% |
| 3Y | +417.8% | +89.1% | +328.7% | +288.2% |
| 5Y | +259.3% | +108.7% | +150.6% | +154.6% |
| 10Y | +192.7% | +241.0% | -48.2% | +79.2% |
| All | +192.7% | +244.1% | -51.3% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling