-29.2%
ETHA vs CCEP
+49.3%
-78.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.4% |
| 7D | +2.9% | -3.7% | +6.6% | +3.5% |
| 30D | +31.4% | -2.1% | +33.5% | +31.8% |
| 3M | +48.9% | +7.2% | +41.7% | +48.1% |
| 6M | +20.9% | +3.3% | +17.6% | +20.8% |
| YTD | -17.2% | +15.7% | -32.9% | -18.2% |
| 1Y | -42.8% | +16.6% | -59.3% | -43.6% |
| All | -29.2% | +49.3% | -78.5% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling