-10.5%
EFX vs CCEP
+89.4%
-100.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | -7.8% | -1.0% | -6.9% | -7.3% |
| 30D | -5.7% | -1.6% | -4.1% | -4.9% |
| 3M | +2.5% | +11.9% | -9.3% | -2.2% |
| 6M | -16.7% | +7.5% | -24.1% | -19.3% |
| YTD | -20.2% | +18.7% | -38.9% | -26.5% |
| 1Y | -31.4% | +21.4% | -52.8% | -37.5% |
| 3Y | -10.5% | +89.1% | -99.6% | -34.0% |
| All | -10.5% | +89.4% | -100.0% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling