-29.4%
ETHA vs CCEP
+52.1%
-81.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.2% |
| 7D | +0.8% | -3.1% | +3.9% | +1.2% |
| 30D | +27.9% | -2.6% | +30.5% | +28.3% |
| 3M | +38.3% | +14.9% | +23.4% | +36.6% |
| 6M | +14.0% | +2.3% | +11.7% | +13.7% |
| YTD | -17.4% | +17.8% | -35.3% | -18.7% |
| 1Y | -42.7% | +24.2% | -66.9% | -44.2% |
| All | -29.4% | +52.1% | -81.6% | -51.5% |
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 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