-23.4%
EWY vs CCEP
+26.8%
-50.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.5% |
| 7D | -2.8% | +1.8% | -4.6% | -0.9% |
| 30D | -13.1% | +12.2% | -25.3% | -1.2% |
| 3M | -11.6% | +10.7% | -22.3% | -0.7% |
| 6M | -23.4% | +27.5% | -50.8% | +7.2% |
| All | -23.4% | +26.8% | -50.1% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling