+303.5%
EWY vs CCEP
+236.1%
+67.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -0.1% | -2.8% | +2.7% | +0.9% |
| 30D | +7.3% | -4.0% | +11.3% | +8.6% |
| 3M | -5.1% | +5.2% | -10.3% | -7.8% |
| 6M | +42.1% | +2.7% | +39.3% | +39.1% |
| YTD | +94.1% | +14.5% | +79.6% | +82.4% |
| 1Y | +147.8% | +17.2% | +130.7% | +129.8% |
| 3Y | +222.9% | +79.3% | +143.6% | +150.0% |
| 5Y | +150.6% | +106.8% | +43.9% | +80.3% |
| All | +303.5% | +236.1% | +67.3% | +144.3% |
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 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