+138.6%
EWJ vs CCEP
+4,135.9%
-3,997.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +4.0% | +2.1% | +1.9% | +3.5% |
| 30D | -4.3% | +10.6% | -14.8% | -6.6% |
| 3M | -6.8% | +10.3% | -17.1% | -9.2% |
| 6M | -0.9% | +31.1% | -32.0% | -7.5% |
| YTD | +14.3% | +32.1% | -17.9% | +6.4% |
| 1Y | +15.3% | +32.8% | -17.5% | +7.2% |
| 3Y | +65.6% | +111.3% | -45.7% | +37.1% |
| 5Y | +47.5% | +147.5% | -100.0% | +16.5% |
| 10Y | +126.2% | +338.1% | -211.9% | +51.6% |
| All | +138.6% | +4,135.9% | -3,997.2% | -7.7% |
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