-18.0%
ELF vs CCEP
+24.3%
-42.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.3% |
| 7D | +5.4% | -3.1% | +8.4% | +6.6% |
| 30D | +27.0% | -2.6% | +29.6% | +28.1% |
| 3M | +113.2% | +14.9% | +98.3% | +101.5% |
| 6M | +36.6% | +2.3% | +34.3% | +33.4% |
| YTD | +44.2% | +17.8% | +26.4% | +39.3% |
| 1Y | -18.0% | +24.2% | -42.2% | -19.7% |
| All | -18.0% | +24.3% | -42.3% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling