+14.2%
ELF vs CCEP
+109.7%
-95.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +4.0% | +2.6% | +1.4% | +3.2% |
| 30D | +10.6% | +15.1% | -4.6% | +6.6% |
| 3M | +25.8% | +7.3% | +18.5% | +23.3% |
| 6M | +89.1% | +23.4% | +65.6% | +79.6% |
| YTD | +52.7% | +29.4% | +23.3% | +45.2% |
| 1Y | +51.7% | +34.2% | +17.5% | +43.8% |
| 3Y | +14.2% | +108.4% | -94.1% | -15.2% |
| All | +14.2% | +109.7% | -95.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling