+69.1%
ENB vs CCEP
+108.6%
-39.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | -0.2% | -1.6% | +1.4% | +0.2% |
| 3M | -7.5% | +11.9% | -19.4% | -10.4% |
| 6M | -4.1% | +7.5% | -11.6% | -6.3% |
| YTD | +9.8% | +18.7% | -8.9% | +4.1% |
| 1Y | +8.7% | +21.4% | -12.7% | +2.2% |
| 3Y | +79.0% | +89.1% | -10.1% | +46.1% |
| 5Y | +69.1% | +108.7% | -39.6% | +32.5% |
| All | +69.1% | +108.6% | -39.5% | +32.5% |
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 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