+7,328.4%
EW vs CCEP
+1,798.7%
+5,529.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +11.0% | +2.6% | +8.4% | +10.3% |
| 30D | +19.1% | +15.1% | +3.9% | +14.9% |
| 3M | +14.4% | +7.3% | +7.1% | +12.2% |
| 6M | +22.8% | +23.4% | -0.7% | +16.2% |
| YTD | +19.8% | +29.4% | -9.6% | +12.0% |
| 1Y | +23.9% | +34.2% | -10.3% | +14.7% |
| 3Y | +52.2% | +108.4% | -56.1% | +25.9% |
| 5Y | -13.9% | +147.3% | -161.2% | -32.1% |
| 10Y | +241.9% | +301.3% | -59.5% | +136.2% |
| All | +7,328.4% | +1,798.7% | +5,529.7% | +3,371.8% |
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 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