-42.1%
ETHA vs CCEP
+68.2%
-110.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | -10.3% | -0.3% | -10.0% | -10.3% |
| 30D | -19.7% | +11.0% | -30.6% | -20.7% |
| 3M | +7.2% | +9.2% | -2.0% | +6.1% |
| 6M | -11.9% | +27.2% | -39.1% | -14.0% |
| YTD | -32.3% | +30.3% | -62.6% | -34.1% |
| 1Y | -41.1% | +28.7% | -69.8% | -42.6% |
| All | -42.1% | +68.2% | -110.4% | -60.8% |
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