+39.7%
EFX vs CCEP
+236.1%
-196.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -2.8% | -1.7% | -3.4% |
| 30D | -6.1% | -4.0% | -2.1% | -4.4% |
| 3M | +6.2% | +5.2% | +1.0% | +4.2% |
| 6M | -11.2% | +2.7% | -13.9% | -12.2% |
| YTD | -21.4% | +14.5% | -35.9% | -25.9% |
| 1Y | -34.3% | +17.2% | -51.5% | -38.7% |
| 3Y | -12.5% | +79.3% | -91.8% | -31.7% |
| 5Y | -35.6% | +106.8% | -142.3% | -53.3% |
| All | +39.7% | +236.1% | -196.5% | -15.8% |
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