+364.2%
ELF vs CCEP
+299.9%
+64.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.3% |
| 7D | +7.8% | +1.7% | +6.2% | +7.0% |
| 30D | +9.3% | +12.7% | -3.4% | +3.8% |
| 3M | +21.2% | +8.5% | +12.7% | +16.8% |
| 6M | +96.1% | +25.6% | +70.5% | +77.9% |
| YTD | +57.0% | +30.9% | +26.0% | +39.9% |
| 1Y | +61.9% | +32.0% | +29.9% | +43.7% |
| 3Y | +20.0% | +110.9% | -90.9% | -15.4% |
| 5Y | +284.8% | +138.5% | +146.3% | +153.5% |
| 10Y | +364.2% | +302.3% | +61.9% | +211.0% |
| All | +364.2% | +299.9% | +64.3% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling