-40.2%
ETHA vs CCEP
+69.6%
-109.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -14.0% | +1.8% | -15.8% | -14.2% |
| 30D | -17.4% | +12.2% | -29.5% | -18.5% |
| 3M | +10.6% | +10.7% | 0.0% | +9.3% |
| 6M | -11.2% | +27.5% | -38.7% | -13.3% |
| YTD | -30.1% | +31.3% | -61.4% | -32.0% |
| 1Y | -39.6% | +29.9% | -69.5% | -41.2% |
| All | -40.2% | +69.6% | -109.8% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling