+1,236.8%
EWY vs CCEP
+1,540.2%
-303.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +5.7% |
| 7D | +4.8% | -3.1% | +7.9% | +5.9% |
| 30D | +11.7% | -2.6% | +14.3% | +12.5% |
| 3M | -7.4% | +14.9% | -22.3% | -13.1% |
| 6M | +40.6% | +2.3% | +38.3% | +37.9% |
| YTD | +94.3% | +17.8% | +76.4% | +80.3% |
| 1Y | +164.3% | +24.2% | +140.1% | +139.2% |
| 3Y | +221.0% | +84.7% | +136.3% | +146.7% |
| 5Y | +139.1% | +103.2% | +35.9% | +74.7% |
| 10Y | +298.8% | +257.4% | +41.4% | +123.6% |
| All | +1,236.8% | +1,540.2% | -303.4% | +272.7% |
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