+291.6%
ETR vs CCEP
+236.5%
+55.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -1.9% | -5.7% | +3.8% | 0.0% |
| 30D | -0.2% | -3.4% | +3.2% | +0.9% |
| 3M | -3.7% | +5.5% | -9.2% | -5.8% |
| 6M | +2.1% | +2.2% | -0.1% | +0.8% |
| YTD | +16.5% | +14.6% | +1.8% | +10.3% |
| 1Y | +22.5% | +18.9% | +3.6% | +14.2% |
| 3Y | +144.7% | +82.6% | +62.1% | +94.1% |
| 5Y | +125.2% | +107.0% | +18.2% | +67.7% |
| All | +291.6% | +236.5% | +55.1% | +146.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling