+594.1%
EWT vs CCEP
+2,037.1%
-1,443.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.8% |
| 7D | +4.0% | -3.1% | +7.0% | +4.9% |
| 30D | +10.3% | -2.6% | +12.9% | +11.1% |
| 3M | +6.1% | +14.9% | -8.9% | +1.0% |
| 6M | +56.6% | +2.3% | +54.4% | +54.5% |
| YTD | +76.6% | +17.8% | +58.7% | +66.5% |
| 1Y | +97.9% | +24.2% | +73.7% | +83.0% |
| 3Y | +198.0% | +84.7% | +113.3% | +140.6% |
| 5Y | +151.8% | +103.2% | +48.6% | +94.4% |
| 10Y | +514.1% | +257.4% | +256.8% | +276.8% |
| All | +594.1% | +2,037.1% | -1,443.0% | +126.8% |
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