+6,880.4%
EFX vs CCEP
+7,667.7%
-787.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.0% | +1.8% | -3.7% | -2.4% |
| 30D | +27.9% | +12.2% | +15.7% | +24.2% |
| 3M | +3.8% | +10.7% | -6.8% | +1.3% |
| 6M | +13.0% | +27.5% | -14.5% | +6.3% |
| YTD | -12.4% | +31.3% | -43.7% | -18.4% |
| 1Y | -10.4% | +29.9% | -40.3% | -16.3% |
| 3Y | +4.4% | +111.1% | -106.6% | -14.0% |
| 5Y | -28.9% | +142.3% | -171.2% | -43.8% |
| 10Y | +81.7% | +335.5% | -253.8% | +22.3% |
| All | +6,880.4% | +7,667.7% | -787.3% | +2,214.6% |
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