+77.8%
ECL vs CCEP
+109.7%
-32.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.8% | +2.6% | -3.3% | -1.7% |
| 30D | +8.1% | +15.1% | -7.0% | +2.5% |
| 3M | +6.4% | +7.3% | -0.9% | +3.4% |
| 6M | +14.8% | +23.4% | -8.7% | +5.9% |
| YTD | +15.5% | +29.4% | -13.9% | +5.4% |
| 1Y | +20.1% | +34.2% | -14.1% | +8.4% |
| 3Y | +77.8% | +108.4% | -30.6% | +50.1% |
| All | +77.8% | +109.7% | -32.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling