+1,210.4%
ENTG vs CCEP
+2,164.3%
-953.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.3% | +8.9% |
| 7D | -7.6% | +1.7% | -9.2% | -8.5% |
| 30D | -15.5% | +12.7% | -28.2% | -20.8% |
| 3M | -7.8% | +8.5% | -16.3% | -12.6% |
| 6M | -5.9% | +25.6% | -31.5% | -17.9% |
| YTD | +66.7% | +30.9% | +35.8% | +42.2% |
| 1Y | +62.1% | +32.0% | +30.1% | +37.5% |
| 3Y | +56.3% | +110.9% | -54.7% | +3.2% |
| 5Y | -3.8% | +138.5% | -142.3% | -40.0% |
| 10Y | +770.1% | +302.3% | +467.7% | +295.8% |
| All | +1,210.4% | +2,164.3% | -953.8% | +136.2% |
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