+2,488.7%
ELV vs CCEP
+1,720.1%
+768.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +2.8% | -2.8% | +5.6% | +3.8% |
| 30D | +4.9% | -4.0% | +8.9% | +6.4% |
| 3M | +4.9% | +5.2% | -0.3% | +3.0% |
| 6M | +45.1% | +2.7% | +42.4% | +43.2% |
| YTD | +20.7% | +14.5% | +6.2% | +14.3% |
| 1Y | +35.0% | +17.2% | +17.9% | +26.7% |
| 3Y | -2.4% | +79.3% | -81.8% | -22.1% |
| 5Y | +25.5% | +106.8% | -81.3% | -6.5% |
| 10Y | +277.1% | +234.7% | +42.3% | +128.0% |
| All | +2,488.7% | +1,720.1% | +768.6% | +698.0% |
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 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