+271.2%
EW vs CCEP
+342.6%
-71.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +4.9% | +2.1% | +2.8% | +4.2% |
| 30D | +23.9% | +10.6% | +13.4% | +19.8% |
| 3M | +15.8% | +10.3% | +5.4% | +11.8% |
| 6M | +31.7% | +31.1% | +0.6% | +19.7% |
| YTD | +25.7% | +32.1% | -6.4% | +13.7% |
| 1Y | +24.4% | +32.8% | -8.4% | +12.3% |
| 3Y | +65.9% | +111.3% | -45.5% | +26.3% |
| 5Y | -7.6% | +147.5% | -155.1% | -34.1% |
| All | +271.2% | +342.6% | -71.3% | +135.4% |
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