+159.0%
ECHO vs CCEP
+299.9%
-140.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.2% | +5.8% | +6.5% |
| 7D | +3.0% | +1.7% | +1.4% | +2.2% |
| 30D | +6.7% | +12.7% | -6.0% | +1.4% |
| 3M | +12.4% | +8.5% | +3.9% | +8.2% |
| 6M | -20.4% | +25.6% | -46.0% | -28.3% |
| YTD | -6.9% | +30.9% | -37.8% | -17.9% |
| 1Y | +37.7% | +32.0% | +5.7% | +20.9% |
| 3Y | +902.9% | +110.9% | +791.9% | +616.8% |
| 5Y | +275.3% | +138.5% | +136.9% | +151.2% |
| 10Y | +159.0% | +302.3% | -143.3% | +43.3% |
| All | +159.0% | +299.9% | -140.9% | +43.3% |
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 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