+255.0%
ELF vs CCEP
+105.1%
+149.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.5% |
| 7D | +5.4% | -3.1% | +8.4% | +6.7% |
| 30D | +27.0% | -2.6% | +29.6% | +28.3% |
| 3M | +113.2% | +14.9% | +98.3% | +100.1% |
| 6M | +36.6% | +2.3% | +34.3% | +34.6% |
| YTD | +44.2% | +17.8% | +26.4% | +33.9% |
| 1Y | -18.0% | +24.2% | -42.2% | -25.9% |
| 3Y | -19.9% | +84.7% | -104.7% | -44.4% |
| All | +255.0% | +105.1% | +149.9% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling