+741.3%
EEM vs CCEP
+1,887.6%
-1,146.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.9% | +5.4% | -6.2% | -3.1% |
| 30D | -9.3% | +12.8% | -22.1% | -14.3% |
| 3M | -7.1% | +10.9% | -17.9% | -11.7% |
| 6M | -10.4% | +25.6% | -36.0% | -20.0% |
| YTD | +11.3% | +31.0% | -19.7% | -2.8% |
| 1Y | +11.3% | +32.3% | -21.0% | -3.3% |
| 3Y | +69.6% | +110.5% | -40.9% | +17.4% |
| 5Y | +33.6% | +141.8% | -108.2% | -15.1% |
| 10Y | +114.1% | +341.1% | -227.0% | -7.0% |
| All | +741.3% | +1,887.6% | -1,146.2% | +41.3% |
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