+240.0%
ECHO vs CCEP
+1,196.7%
-956.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.2% |
| 7D | +3.4% | -3.1% | +6.5% | +4.6% |
| 30D | +2.4% | -2.6% | +5.0% | +3.3% |
| 3M | -28.0% | +14.9% | -42.9% | -32.2% |
| 6M | -21.2% | +2.3% | -23.5% | -22.7% |
| YTD | -17.4% | +17.8% | -35.2% | -23.5% |
| 1Y | +33.6% | +24.2% | +9.4% | +20.9% |
| 3Y | +419.7% | +84.7% | +335.0% | +298.8% |
| 5Y | +241.7% | +103.2% | +138.5% | +148.8% |
| 10Y | +180.8% | +257.4% | -76.6% | +57.5% |
| All | +240.0% | +1,196.7% | -956.7% | -3.1% |
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