+49.6%
EFA vs CCEP
+140.3%
-90.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +0.5% | +11.0% | -10.4% | -3.4% |
| 3M | -4.1% | +9.2% | -13.3% | -7.4% |
| 6M | +2.4% | +27.2% | -24.7% | -7.1% |
| YTD | +10.0% | +30.3% | -20.3% | -1.4% |
| 1Y | +11.4% | +28.7% | -17.3% | +0.3% |
| 3Y | +65.4% | +109.4% | -44.0% | +18.6% |
| 5Y | +49.6% | +144.1% | -94.5% | -3.4% |
| All | +49.6% | +140.3% | -90.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling