+4,350.5%
EMR vs CCEP
+7,642.7%
-3,292.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.1% |
| 7D | +2.1% | +1.7% | +0.5% | +1.7% |
| 30D | +4.8% | +12.7% | -7.9% | +1.2% |
| 3M | +7.5% | +8.5% | -1.0% | +4.8% |
| 6M | +20.9% | +25.6% | -4.7% | +12.8% |
| YTD | +29.2% | +30.9% | -1.7% | +18.9% |
| 1Y | +33.0% | +32.0% | +1.0% | +22.1% |
| 3Y | +109.8% | +110.9% | -1.2% | +67.6% |
| 5Y | +91.9% | +138.5% | -46.5% | +47.0% |
| 10Y | +301.5% | +302.3% | -0.8% | +163.7% |
| All | +4,350.5% | +7,642.7% | -3,292.2% | +1,331.0% |
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