+43.8%
EXC vs CCEP
+148.1%
-104.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.2% | +2.6% | -3.7% | -1.9% |
| 30D | +10.0% | +15.1% | -5.2% | +5.7% |
| 3M | +1.6% | +7.3% | -5.7% | -0.4% |
| 6M | +3.3% | +23.4% | -20.2% | -2.9% |
| YTD | +7.6% | +29.4% | -21.8% | -0.5% |
| 1Y | +3.5% | +34.2% | -30.8% | -5.3% |
| 3Y | +27.7% | +108.4% | -80.7% | +2.7% |
| All | +43.8% | +148.1% | -104.3% | +8.3% |
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 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