+7,515.3%
EW vs CCEP
+1,820.9%
+5,694.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | +12.3% | +1.7% | +10.6% | +11.8% |
| 30D | +22.9% | +12.7% | +10.2% | +19.3% |
| 3M | +16.7% | +8.5% | +8.2% | +14.2% |
| 6M | +31.0% | +25.6% | +5.4% | +23.5% |
| YTD | +22.8% | +30.9% | -8.1% | +14.5% |
| 1Y | +25.6% | +32.0% | -6.4% | +16.8% |
| 3Y | +62.0% | +110.9% | -49.0% | +33.6% |
| 5Y | -12.8% | +138.5% | -151.2% | -30.6% |
| 10Y | +239.8% | +302.3% | -62.5% | +134.6% |
| All | +7,515.3% | +1,820.9% | +5,694.4% | +3,449.3% |
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