+79.7%
EFX vs CCEP
+342.6%
-262.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -0.8% | +2.1% | -2.9% | -1.7% |
| 30D | +25.1% | +10.6% | +14.5% | +20.1% |
| 3M | +1.7% | +10.3% | -8.7% | -2.2% |
| 6M | +18.4% | +31.1% | -12.7% | +6.2% |
| YTD | -12.5% | +32.1% | -44.6% | -22.2% |
| 1Y | -8.1% | +32.8% | -40.9% | -18.4% |
| 3Y | +4.8% | +111.3% | -106.6% | -23.3% |
| 5Y | -30.1% | +147.5% | -177.6% | -52.7% |
| All | +79.7% | +342.6% | -262.9% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling