+301.7%
ELF vs CCEP
+342.6%
-40.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.3% |
| 7D | +1.6% | +2.1% | -0.5% | +0.7% |
| 30D | +9.1% | +10.6% | -1.5% | +4.4% |
| 3M | +28.2% | +10.3% | +17.9% | +22.6% |
| 6M | +119.5% | +31.1% | +88.5% | +95.3% |
| YTD | +55.2% | +32.1% | +23.0% | +37.5% |
| 1Y | +58.6% | +32.8% | +25.8% | +40.2% |
| 3Y | +21.3% | +111.3% | -90.1% | -15.1% |
| 5Y | +276.2% | +147.5% | +128.7% | +142.4% |
| All | +301.7% | +342.6% | -40.9% | +165.4% |
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