+6.4%
EMB vs CCEP
+146.1%
-139.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | +1.3% | +15.1% | -13.8% | -1.1% |
| 3M | -2.2% | +7.3% | -9.5% | -3.5% |
| 6M | -2.3% | +23.4% | -25.8% | -6.0% |
| YTD | -0.6% | +29.4% | -30.0% | -5.3% |
| 1Y | +0.5% | +34.2% | -33.8% | -4.9% |
| 3Y | +29.4% | +108.4% | -78.9% | +10.8% |
| All | +6.4% | +146.1% | -139.7% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling