+64.9%
EFA vs CCEP
+110.9%
-46.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +0.5% | +11.0% | -10.4% | -2.2% |
| 3M | -4.1% | +9.2% | -13.3% | -6.5% |
| 6M | +2.4% | +27.2% | -24.7% | -4.6% |
| YTD | +10.0% | +30.3% | -20.3% | +1.9% |
| 1Y | +11.4% | +28.7% | -17.3% | +3.5% |
| All | +64.9% | +110.9% | -46.0% | +35.6% |
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 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