+452.3%
EWT vs CCEP
+342.6%
+109.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +9.1% | +2.1% | +7.0% | +8.6% |
| 30D | -12.2% | +10.6% | -22.8% | -14.7% |
| 3M | -9.4% | +10.3% | -19.7% | -12.1% |
| 6M | +2.7% | +31.1% | -28.4% | -5.4% |
| YTD | +53.3% | +32.1% | +21.2% | +40.7% |
| 1Y | +59.2% | +32.8% | +26.3% | +45.9% |
| 3Y | +157.1% | +111.3% | +45.8% | +103.2% |
| 5Y | +119.6% | +147.5% | -27.9% | +63.3% |
| All | +452.3% | +342.6% | +109.7% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling