+432.5%
EWZ vs CCEP
+1,875.0%
-1,442.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.7% |
| 7D | +6.5% | -3.1% | +9.6% | +8.0% |
| 30D | +4.8% | -2.6% | +7.4% | +6.0% |
| 3M | +9.9% | +14.9% | -5.0% | +2.6% |
| 6M | +1.9% | +2.3% | -0.3% | +0.3% |
| YTD | +20.3% | +17.8% | +2.5% | +10.6% |
| 1Y | +35.6% | +24.2% | +11.4% | +21.3% |
| 3Y | +43.4% | +84.7% | -41.3% | +5.5% |
| 5Y | +55.9% | +103.2% | -47.2% | +7.2% |
| 10Y | +84.2% | +257.4% | -173.2% | -4.5% |
| All | +432.5% | +1,875.0% | -1,442.4% | +30.6% |
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