-32.5%
EFX vs CCEP
+18.5%
-51.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -9.4% | -3.7% | -5.7% | -7.5% |
| 30D | -6.9% | -2.1% | -4.8% | -5.7% |
| 3M | +0.1% | +7.2% | -7.1% | -2.1% |
| 6M | -17.3% | +3.3% | -20.6% | -18.4% |
| YTD | -21.8% | +15.7% | -37.5% | -27.7% |
| 1Y | -32.5% | +16.6% | -49.1% | -37.1% |
| All | -32.5% | +18.5% | -51.0% | -37.1% |
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