+502.5%
EWT vs CCEP
+2,295.9%
-1,793.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +9.1% | +2.1% | +7.0% | +8.5% |
| 30D | -12.2% | +10.6% | -22.8% | -15.1% |
| 3M | -9.4% | +10.3% | -19.7% | -12.6% |
| 6M | +2.7% | +31.1% | -28.4% | -6.5% |
| YTD | +53.3% | +32.1% | +21.2% | +39.0% |
| 1Y | +59.2% | +32.8% | +26.3% | +44.0% |
| 3Y | +157.1% | +111.3% | +45.8% | +98.6% |
| 5Y | +119.6% | +147.5% | -27.9% | +59.1% |
| 10Y | +446.9% | +338.1% | +108.8% | +214.0% |
| All | +502.5% | +2,295.9% | -1,793.4% | +89.3% |
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