+66.5%
EWZ vs CCEP
+342.6%
-276.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.8% | +2.1% | -1.4% | -0.2% |
| 30D | -24.4% | +10.6% | -35.0% | -28.3% |
| 3M | -4.6% | +10.3% | -14.9% | -9.6% |
| 6M | -11.6% | +31.1% | -42.6% | -23.5% |
| YTD | +2.4% | +32.1% | -29.7% | -12.1% |
| 1Y | +2.1% | +32.8% | -30.7% | -12.7% |
| 3Y | +18.7% | +111.3% | -92.6% | -21.7% |
| 5Y | +54.2% | +147.5% | -93.3% | -9.0% |
| All | +66.5% | +342.6% | -276.1% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling