+11,799.4%
ENB vs CCEP
+6,869.6%
+4,929.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.3% | -0.3% |
| 7D | -0.2% | -3.1% | +2.8% | +0.3% |
| 30D | -2.2% | -2.6% | +0.4% | -1.8% |
| 3M | -10.5% | +14.9% | -25.4% | -12.9% |
| 6M | -5.1% | +2.3% | -7.3% | -5.7% |
| YTD | +9.0% | +17.8% | -8.9% | +5.4% |
| 1Y | +8.2% | +24.2% | -16.0% | +3.6% |
| 3Y | +67.8% | +84.7% | -17.0% | +49.0% |
| 5Y | +69.4% | +103.2% | -33.8% | +46.7% |
| 10Y | +117.5% | +257.4% | -139.8% | +71.2% |
| All | +11,799.4% | +6,869.6% | +4,929.7% | +7,657.1% |
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