+131.7%
EMB vs CCEP
+1,172.6%
-1,040.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -0.3% | -2.6% | +2.3% | 0.0% |
| 3M | -0.4% | +14.9% | -15.3% | -2.3% |
| 6M | +0.1% | +2.3% | -2.1% | -0.3% |
| YTD | +1.6% | +17.8% | -16.3% | -0.7% |
| 1Y | +5.6% | +24.2% | -18.6% | +2.4% |
| 3Y | +29.8% | +84.7% | -54.9% | +19.1% |
| 5Y | +7.3% | +103.2% | -95.9% | -3.5% |
| 10Y | +30.4% | +257.4% | -226.9% | +7.8% |
| All | +131.7% | +1,172.6% | -1,040.9% | +48.4% |
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 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