+946.2%
EWY vs CCEP
+1,728.0%
-781.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | -2.8% | +1.8% | -4.6% | -3.5% |
| 30D | -13.1% | +12.2% | -25.3% | -17.2% |
| 3M | -11.6% | +10.7% | -22.3% | -15.7% |
| 6M | -23.4% | +27.5% | -50.8% | -31.4% |
| YTD | +52.0% | +31.3% | +20.7% | +34.6% |
| 1Y | +58.6% | +29.9% | +28.7% | +40.9% |
| 3Y | +163.3% | +111.1% | +52.2% | +91.3% |
| 5Y | +108.7% | +142.3% | -33.7% | +42.0% |
| 10Y | +237.8% | +335.5% | -97.7% | +75.0% |
| All | +946.2% | +1,728.0% | -781.8% | +178.2% |
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 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