+121.9%
EEM vs CCEP
+336.4%
-214.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | -7.0% | +11.0% | -18.0% | -10.0% |
| 3M | -8.0% | +9.2% | -17.2% | -10.8% |
| 6M | -6.6% | +27.2% | -33.8% | -14.0% |
| YTD | +12.3% | +30.3% | -18.0% | +2.5% |
| 1Y | +12.2% | +28.7% | -16.5% | +2.7% |
| 3Y | +71.2% | +109.4% | -38.2% | +32.0% |
| 5Y | +32.2% | +144.1% | -111.8% | -4.6% |
| All | +121.9% | +336.4% | -214.5% | +34.4% |
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