+258.3%
ECHO vs CCEP
+1,323.9%
-1,065.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.6% |
| 7D | -2.4% | +2.6% | -5.0% | -3.5% |
| 30D | -3.1% | +15.1% | -18.3% | -8.8% |
| 3M | +8.7% | +7.3% | +1.4% | +5.0% |
| 6M | -24.8% | +23.4% | -48.2% | -31.7% |
| YTD | -13.0% | +29.4% | -42.4% | -22.8% |
| 1Y | +33.9% | +34.2% | -0.3% | +17.0% |
| 3Y | +791.8% | +108.4% | +683.4% | +549.8% |
| 5Y | +261.7% | +147.3% | +114.4% | +142.9% |
| 10Y | +157.3% | +301.3% | -144.0% | +37.3% |
| All | +258.3% | +1,323.9% | -1,065.6% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling