+22.5%
EMR vs CCEP
+26.4%
-3.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.6% |
| 7D | +2.1% | +1.7% | +0.5% | +2.3% |
| 30D | +4.8% | +12.7% | -7.9% | +6.7% |
| 3M | +7.5% | +8.5% | -1.0% | +8.8% |
| All | +22.5% | +26.4% | -3.9% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling