-29.4%
EFX vs CCEP
+139.0%
-168.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.3% | +5.4% | -5.1% | -2.4% |
| 30D | +29.1% | +12.8% | +16.4% | +21.8% |
| 3M | +4.3% | +10.9% | -6.6% | -0.7% |
| 6M | +7.7% | +25.6% | -17.9% | -3.2% |
| YTD | -12.5% | +31.0% | -43.5% | -23.4% |
| 1Y | -8.8% | +32.3% | -41.1% | -20.7% |
| 3Y | +4.3% | +110.5% | -106.2% | -28.3% |
| 5Y | -29.4% | +141.8% | -171.2% | -56.0% |
| All | -29.4% | +139.0% | -168.3% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling