+854.3%
EEM vs CCEP
+1,688.2%
-834.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.2% |
| 7D | +2.3% | -3.1% | +5.4% | +3.7% |
| 30D | +4.5% | -2.6% | +7.1% | +5.6% |
| 3M | -0.1% | +14.9% | -15.0% | -6.7% |
| 6M | +16.9% | +2.3% | +14.7% | +14.7% |
| YTD | +26.2% | +17.8% | +8.4% | +16.0% |
| 1Y | +40.5% | +24.2% | +16.3% | +25.6% |
| 3Y | +86.2% | +84.7% | +1.5% | +37.0% |
| 5Y | +45.5% | +103.2% | -57.7% | 0.0% |
| 10Y | +128.6% | +257.4% | -128.7% | +10.0% |
| All | +854.3% | +1,688.2% | -834.0% | +68.7% |
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