+235.5%
EWY vs CCEP
+336.4%
-100.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -12.7% | +11.0% | -23.7% | -16.1% |
| 3M | -17.3% | +9.2% | -26.5% | -20.4% |
| 6M | -18.6% | +27.2% | -45.7% | -26.6% |
| YTD | +49.5% | +30.3% | +19.2% | +33.7% |
| 1Y | +55.0% | +28.7% | +26.3% | +39.1% |
| 3Y | +159.0% | +109.4% | +49.6% | +88.8% |
| 5Y | +102.5% | +144.1% | -41.6% | +36.7% |
| All | +235.5% | +336.4% | -100.9% | +83.8% |
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 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