+52.3%
EWZ vs CCEP
+140.5%
-88.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | -25.5% | +12.2% | -37.7% | -28.5% |
| 3M | -4.5% | +10.7% | -15.2% | -8.1% |
| 6M | -15.3% | +27.5% | -42.8% | -22.6% |
| YTD | +3.1% | +31.3% | -28.3% | -7.1% |
| 1Y | +1.2% | +29.9% | -28.7% | -8.4% |
| 3Y | +19.3% | +111.1% | -91.8% | -11.7% |
| 5Y | +52.3% | +142.3% | -90.1% | +4.1% |
| All | +52.3% | +140.5% | -88.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling