+29.7%
EMB vs CCEP
+244.1%
-214.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -0.5% | -1.6% | +1.1% | -0.3% |
| 3M | +0.3% | +11.9% | -11.5% | -1.5% |
| 6M | +1.2% | +7.5% | -6.3% | -0.2% |
| YTD | +1.5% | +18.7% | -17.3% | -1.5% |
| 1Y | +4.8% | +21.4% | -16.6% | +1.3% |
| 3Y | +30.4% | +89.1% | -58.8% | +16.6% |
| 5Y | +7.3% | +108.7% | -101.5% | -6.6% |
| 10Y | +29.7% | +241.0% | -211.3% | +5.4% |
| All | +29.7% | +244.1% | -214.3% | +5.4% |
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