-44.1%
ETHA vs CCEP
+70.6%
-114.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -12.5% | +2.1% | -14.6% | -12.7% |
| 30D | -19.8% | +10.6% | -30.4% | -20.7% |
| 3M | +3.1% | +10.3% | -7.2% | +2.0% |
| 6M | -13.8% | +31.1% | -44.9% | -16.2% |
| YTD | -34.6% | +32.1% | -66.7% | -36.4% |
| 1Y | -38.7% | +32.8% | -71.5% | -40.5% |
| All | -44.1% | +70.6% | -114.6% | -62.1% |
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 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