+151.5%
EXC vs CCEP
+244.1%
-92.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | -2.7% | -1.6% | -1.1% | -2.2% |
| 3M | -1.0% | +11.9% | -12.8% | -5.2% |
| 6M | -9.3% | +7.5% | -16.7% | -12.1% |
| YTD | +3.6% | +18.7% | -15.1% | -3.4% |
| 1Y | +5.9% | +21.4% | -15.5% | -2.3% |
| 3Y | +21.3% | +89.1% | -67.8% | -6.4% |
| 5Y | +46.2% | +108.7% | -62.5% | +6.4% |
| 10Y | +151.5% | +241.0% | -89.5% | +52.2% |
| All | +151.5% | +244.1% | -92.6% | +52.2% |
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