+73.5%
EWJ vs CCEP
+89.4%
-16.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +1.1% | -1.6% | +2.7% | +1.4% |
| 3M | +7.1% | +11.9% | -4.7% | +4.2% |
| 6M | +16.2% | +7.5% | +8.7% | +13.9% |
| YTD | +22.0% | +18.7% | +3.3% | +17.2% |
| 1Y | +26.2% | +21.4% | +4.8% | +20.4% |
| 3Y | +73.5% | +89.1% | -15.7% | +49.2% |
| All | +73.5% | +89.4% | -16.0% | +49.2% |
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