+13,805.6%
ECL vs CCEP
+7,553.0%
+6,252.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.8% | +2.6% | -3.3% | -1.4% |
| 30D | +8.1% | +15.1% | -7.0% | +4.2% |
| 3M | +6.4% | +7.3% | -0.9% | +4.3% |
| 6M | +14.8% | +23.4% | -8.7% | +8.5% |
| YTD | +15.5% | +29.4% | -13.9% | +7.8% |
| 1Y | +20.1% | +34.2% | -14.1% | +11.0% |
| 3Y | +77.8% | +108.4% | -30.6% | +45.9% |
| 5Y | +37.9% | +147.3% | -109.4% | +8.0% |
| 10Y | +202.7% | +301.3% | -98.7% | +107.3% |
| All | +13,805.6% | +7,553.0% | +6,252.6% | +4,853.6% |
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