+22.1%
EWZ vs CCEP
+108.8%
-86.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | +1.4% | +1.7% | -0.3% | +1.0% |
| 30D | -25.1% | +12.7% | -37.8% | -27.6% |
| 3M | -7.7% | +8.5% | -16.2% | -9.9% |
| 6M | -15.8% | +25.6% | -41.4% | -21.6% |
| YTD | +3.6% | +30.9% | -27.3% | -4.7% |
| 1Y | +5.5% | +32.0% | -26.5% | -3.3% |
| 3Y | +22.1% | +110.9% | -88.8% | -2.7% |
| All | +22.1% | +108.8% | -86.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling