+12,781.7%
ECL vs CCEP
+6,869.6%
+5,912.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | -2.2% | -2.6% | +0.4% | -1.5% |
| 3M | +10.1% | +14.9% | -4.8% | +6.1% |
| 6M | -5.7% | +2.3% | -8.0% | -6.3% |
| YTD | +7.0% | +17.8% | -10.9% | +2.4% |
| 1Y | +2.7% | +24.2% | -21.5% | -3.2% |
| 3Y | +57.7% | +84.7% | -27.0% | +33.6% |
| 5Y | +31.1% | +103.2% | -72.1% | +7.9% |
| 10Y | +150.9% | +257.4% | -106.5% | +77.0% |
| All | +12,781.7% | +6,869.6% | +5,912.0% | +4,605.5% |
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