+103.3%
EMR vs CCEP
+113.9%
-10.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +2.8% | +2.1% | +0.7% | +2.5% |
| 30D | +3.7% | +10.6% | -6.9% | +1.9% |
| 3M | +2.0% | +10.3% | -8.3% | +0.3% |
| 6M | +22.1% | +31.1% | -9.0% | +15.5% |
| YTD | +27.2% | +32.1% | -4.9% | +20.5% |
| 1Y | +32.0% | +32.8% | -0.8% | +24.8% |
| 3Y | +103.3% | +111.3% | -8.1% | +86.3% |
| All | +103.3% | +113.9% | -10.6% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling