+142.5%
ETSY vs CCEP
+329.4%
-186.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -2.8% | -2.1% | -3.9% |
| 30D | -8.6% | -4.0% | -4.6% | -7.2% |
| 3M | +4.8% | +5.2% | -0.4% | +2.8% |
| 6M | +38.1% | +2.7% | +35.4% | +36.1% |
| YTD | +31.2% | +14.5% | +16.7% | +23.6% |
| 1Y | +22.1% | +17.2% | +4.9% | +14.2% |
| 3Y | +12.2% | +79.3% | -67.1% | -10.6% |
| 5Y | -66.5% | +106.8% | -173.2% | -74.8% |
| 10Y | +433.4% | +234.7% | +198.7% | +252.7% |
| All | +142.5% | +329.4% | -186.9% | +58.1% |
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 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