+6,873.7%
EFX vs CCEP
+7,646.6%
-772.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.3% | +5.4% | -5.1% | -1.1% |
| 30D | +29.1% | +12.8% | +16.4% | +25.3% |
| 3M | +4.3% | +10.9% | -6.6% | +1.7% |
| 6M | +7.7% | +25.6% | -17.9% | +1.7% |
| YTD | -12.5% | +31.0% | -43.5% | -18.4% |
| 1Y | -8.8% | +32.3% | -41.1% | -15.3% |
| 3Y | +4.3% | +110.5% | -106.2% | -14.1% |
| 5Y | -29.4% | +141.8% | -171.2% | -44.2% |
| 10Y | +78.1% | +341.1% | -263.0% | +19.5% |
| All | +6,873.7% | +7,646.6% | -772.9% | +2,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling