+338.3%
ELF vs CCEP
+278.5%
+59.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +4.0% | +2.6% | +1.4% | +2.8% |
| 30D | +10.6% | +15.1% | -4.6% | +4.1% |
| 3M | +25.8% | +7.3% | +18.5% | +21.8% |
| 6M | +89.1% | +23.4% | +65.6% | +72.6% |
| YTD | +52.7% | +29.4% | +23.3% | +36.7% |
| 1Y | +51.7% | +34.2% | +17.5% | +33.7% |
| 3Y | +14.2% | +108.4% | -94.1% | -19.2% |
| 5Y | +270.7% | +147.3% | +123.4% | +140.4% |
| 10Y | +341.9% | +301.3% | +40.6% | +183.1% |
| All | +338.3% | +278.5% | +59.7% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling