+255.8%
ELV vs CCEP
+342.6%
-86.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.6% |
| 7D | +1.0% | +2.1% | -1.1% | +0.2% |
| 30D | +0.4% | +10.6% | -10.2% | -3.3% |
| 3M | +8.4% | +10.3% | -1.9% | +4.4% |
| 6M | +8.4% | +31.1% | -22.7% | -2.1% |
| YTD | +24.4% | +32.1% | -7.8% | +11.4% |
| 1Y | +33.5% | +32.8% | +0.7% | +19.3% |
| 3Y | -2.1% | +111.3% | -113.4% | -27.7% |
| 5Y | +5.8% | +147.5% | -141.7% | -28.0% |
| All | +255.8% | +342.6% | -86.8% | +113.5% |
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 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