+137.9%
EWJ vs CCEP
+4,077.3%
-3,939.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.0% | +11.0% | -17.0% | -8.4% |
| 3M | -6.5% | +9.2% | -15.7% | -8.6% |
| 6M | -0.1% | +27.2% | -27.3% | -6.1% |
| YTD | +13.9% | +30.3% | -16.4% | +6.4% |
| 1Y | +13.1% | +28.7% | -15.6% | +5.9% |
| 3Y | +65.0% | +109.4% | -44.4% | +36.9% |
| 5Y | +47.0% | +144.1% | -97.1% | +16.5% |
| 10Y | +125.5% | +332.0% | -206.5% | +51.6% |
| All | +137.9% | +4,077.3% | -3,939.4% | -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