+910.6%
EWY vs CCEP
+1,738.9%
-828.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +4.2% | +2.1% | +2.1% | +3.4% |
| 30D | -10.7% | +10.6% | -21.3% | -14.4% |
| 3M | -20.1% | +10.3% | -30.4% | -23.7% |
| 6M | -24.3% | +31.1% | -55.4% | -33.0% |
| YTD | +46.9% | +32.1% | +14.7% | +29.7% |
| 1Y | +55.2% | +32.8% | +22.4% | +36.7% |
| 3Y | +157.0% | +111.3% | +45.6% | +86.6% |
| 5Y | +98.9% | +147.5% | -48.6% | +34.3% |
| 10Y | +226.3% | +338.1% | -111.8% | +68.7% |
| All | +910.6% | +1,738.9% | -828.3% | +168.1% |
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