+292.0%
EQIX vs CCEP
+336.4%
-44.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | +5.2% | +11.0% | -5.7% | +1.9% |
| 3M | +0.8% | +9.2% | -8.4% | -2.1% |
| 6M | +0.2% | +27.2% | -26.9% | -7.2% |
| YTD | +42.2% | +30.3% | +11.9% | +30.3% |
| 1Y | +34.7% | +28.7% | +6.1% | +23.9% |
| 3Y | +49.0% | +109.4% | -60.4% | +17.8% |
| 5Y | +52.8% | +144.1% | -91.2% | +14.4% |
| All | +292.0% | +336.4% | -44.4% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling