+65.1%
EWJ vs CCEP
+110.9%
-45.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.0% | +11.0% | -17.0% | -8.0% |
| 3M | -6.5% | +9.2% | -15.7% | -8.2% |
| 6M | -0.1% | +27.2% | -27.3% | -5.6% |
| YTD | +13.9% | +30.3% | -16.4% | +7.3% |
| 1Y | +13.1% | +28.7% | -15.6% | +6.8% |
| All | +65.1% | +110.9% | -45.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling