+6,459.5%
EFX vs CCEP
+6,869.6%
-410.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -5.6% |
| 7D | -8.6% | -3.1% | -5.6% | -7.9% |
| 30D | +0.1% | -2.6% | +2.7% | +0.8% |
| 3M | +3.8% | +14.9% | -11.1% | +0.3% |
| 6M | -13.5% | +2.3% | -15.8% | -14.0% |
| YTD | -17.7% | +17.8% | -35.5% | -21.2% |
| 1Y | -25.6% | +24.2% | -49.8% | -29.7% |
| 3Y | -12.1% | +84.7% | -96.8% | -25.2% |
| 5Y | -33.8% | +103.2% | -137.0% | -45.4% |
| 10Y | +45.1% | +257.4% | -212.2% | +2.3% |
| All | +6,459.5% | +6,869.6% | -410.1% | +2,135.1% |
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 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