-6.7%
EFX vs CCEP
+36.9%
-43.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.2% |
| 7D | +9.2% | +4.2% | +4.9% | +6.6% |
| 30D | +34.8% | +14.2% | +20.6% | +26.0% |
| 3M | +8.8% | +9.1% | -0.3% | +4.1% |
| 6M | +12.3% | +26.9% | -14.6% | +2.9% |
| YTD | -10.6% | +29.1% | -39.7% | -20.0% |
| 1Y | -6.7% | +36.8% | -43.5% | -19.7% |
| All | -6.7% | +36.9% | -43.7% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling