+66.5%
EFA vs CCEP
+89.1%
-22.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | -0.7% | -1.6% | +0.9% | -0.4% |
| 3M | +6.4% | +11.9% | -5.5% | +2.8% |
| 6M | +11.4% | +7.5% | +3.9% | +8.6% |
| YTD | +14.0% | +18.7% | -4.7% | +8.1% |
| 1Y | +20.2% | +21.4% | -1.2% | +13.1% |
| All | +66.5% | +89.1% | -22.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling