+346.7%
EWZ vs CCEP
+2,090.3%
-1,743.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -4.2% | +5.7% | -9.9% | -6.6% |
| 30D | -26.1% | +15.3% | -41.5% | -31.1% |
| 3M | -12.0% | +8.0% | -20.1% | -15.6% |
| 6M | -19.3% | +26.7% | -46.0% | -28.3% |
| YTD | +0.9% | +30.7% | -29.8% | -12.0% |
| 1Y | +3.4% | +36.5% | -33.2% | -11.7% |
| 3Y | +18.6% | +111.1% | -92.5% | -18.4% |
| 5Y | +56.6% | +149.7% | -93.1% | -2.5% |
| 10Y | +50.3% | +305.3% | -255.1% | -26.7% |
| All | +346.7% | +2,090.3% | -1,743.5% | +3.9% |
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