+4,316.7%
ETR vs CCEP
+6,869.6%
-2,552.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | +1.0% | -2.6% | +3.6% | +1.5% |
| 3M | -1.3% | +14.9% | -16.2% | -4.1% |
| 6M | +1.9% | +2.3% | -0.4% | +1.2% |
| YTD | +18.2% | +17.8% | +0.3% | +14.0% |
| 1Y | +24.7% | +24.2% | +0.5% | +18.8% |
| 3Y | +150.7% | +84.7% | +66.0% | +120.4% |
| 5Y | +127.0% | +103.2% | +23.8% | +94.1% |
| 10Y | +295.5% | +257.4% | +38.1% | +200.8% |
| All | +4,316.7% | +6,869.6% | -2,552.9% | +1,986.9% |
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