+296.9%
ETR vs CCEP
+239.6%
+57.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.4% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +2.0% | -2.1% | +4.1% | +2.7% |
| 3M | -1.7% | +7.2% | -8.9% | -4.3% |
| 6M | +3.6% | +3.3% | +0.3% | +1.9% |
| YTD | +18.0% | +15.7% | +2.4% | +11.4% |
| 1Y | +26.2% | +16.6% | +9.7% | +18.5% |
| 3Y | +148.0% | +84.3% | +63.7% | +96.1% |
| 5Y | +126.1% | +109.0% | +17.0% | +67.8% |
| All | +296.9% | +239.6% | +57.3% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling