+62.7%
EMR vs CCEP
+105.1%
-42.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.7% |
| 7D | -1.5% | -3.1% | +1.5% | -0.6% |
| 30D | -5.6% | -2.6% | -3.0% | -4.9% |
| 3M | +7.9% | +14.9% | -7.0% | +2.5% |
| 6M | +6.0% | +2.3% | +3.8% | +4.7% |
| YTD | +16.4% | +17.8% | -1.4% | +9.2% |
| 1Y | +16.6% | +24.2% | -7.6% | +6.9% |
| 3Y | +62.9% | +84.7% | -21.9% | +25.6% |
| All | +62.7% | +105.1% | -42.4% | +20.3% |
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 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