-26.3%
EW vs CCEP
+105.1%
-131.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.2% |
| 7D | -0.3% | -3.1% | +2.7% | +0.7% |
| 30D | +1.0% | -2.6% | +3.6% | +1.9% |
| 3M | +2.8% | +14.9% | -12.1% | -2.6% |
| 6M | +5.5% | +2.3% | +3.2% | +4.2% |
| YTD | +5.5% | +17.8% | -12.4% | -1.3% |
| 1Y | +11.0% | +24.2% | -13.2% | +1.6% |
| 3Y | +17.7% | +84.7% | -67.0% | -10.0% |
| All | -26.3% | +105.1% | -131.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling