+153.3%
EWY vs CCEP
+105.2%
+48.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.2% |
| 7D | +6.7% | -3.7% | +10.3% | +7.7% |
| 30D | +17.0% | -2.1% | +19.0% | +17.4% |
| 3M | +3.7% | +7.2% | -3.5% | +0.2% |
| 6M | +42.5% | +3.3% | +39.2% | +39.4% |
| YTD | +96.2% | +15.7% | +80.5% | +84.4% |
| 1Y | +160.4% | +16.6% | +143.8% | +142.9% |
| 3Y | +231.7% | +84.3% | +147.4% | +148.3% |
| 5Y | +153.3% | +109.0% | +44.2% | +75.2% |
| All | +153.3% | +105.2% | +48.0% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling