+273.7%
ELV vs CCEP
+236.1%
+37.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.2% | -2.8% | +6.0% | +4.2% |
| 30D | +5.4% | -4.0% | +9.4% | +6.9% |
| 3M | +5.4% | +5.2% | +0.2% | +3.4% |
| 6M | +45.7% | +2.7% | +43.0% | +43.8% |
| YTD | +21.2% | +14.5% | +6.7% | +14.7% |
| 1Y | +35.6% | +17.2% | +18.5% | +27.0% |
| 3Y | -2.0% | +79.3% | -81.3% | -22.5% |
| 5Y | +26.0% | +106.8% | -80.8% | -7.4% |
| All | +273.7% | +236.1% | +37.6% | +143.0% |
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