+183.8%
EXC vs CCEP
+299.9%
-116.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -1.7% | +1.7% | -3.4% | -2.3% |
| 30D | +9.3% | +12.7% | -3.4% | +4.6% |
| 3M | +1.0% | +8.5% | -7.5% | -2.1% |
| 6M | +5.9% | +25.6% | -19.6% | -2.9% |
| YTD | +7.6% | +30.9% | -23.3% | -3.2% |
| 1Y | +2.4% | +32.0% | -29.5% | -8.3% |
| 3Y | +30.2% | +110.9% | -80.7% | -3.2% |
| 5Y | +41.4% | +138.5% | -97.1% | -1.8% |
| 10Y | +183.8% | +302.3% | -118.6% | +66.3% |
| All | +183.8% | +299.9% | -116.2% | +66.3% |
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