+197.7%
ECL vs CCEP
+299.9%
-102.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | +8.8% | +12.7% | -3.9% | +3.3% |
| 3M | +7.8% | +8.5% | -0.6% | +3.9% |
| 6M | +21.3% | +25.6% | -4.3% | +9.5% |
| YTD | +17.8% | +30.9% | -13.1% | +4.3% |
| 1Y | +21.1% | +32.0% | -10.9% | +6.8% |
| 3Y | +80.1% | +110.9% | -30.9% | +27.7% |
| 5Y | +40.5% | +138.5% | -98.0% | -6.9% |
| 10Y | +197.7% | +302.3% | -104.6% | +64.3% |
| All | +197.7% | +299.9% | -102.2% | +64.3% |
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