+47.6%
EXC vs CCEP
+105.1%
-57.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | +0.3% | -3.1% | +3.3% | +1.1% |
| 30D | -3.7% | -2.6% | -1.1% | -3.1% |
| 3M | -1.3% | +14.9% | -16.2% | -5.2% |
| 6M | -9.7% | +2.3% | -12.0% | -10.6% |
| YTD | +2.9% | +17.8% | -15.0% | -2.2% |
| 1Y | +4.4% | +24.2% | -19.8% | -2.4% |
| 3Y | +22.2% | +84.7% | -62.5% | +1.9% |
| All | +47.6% | +105.1% | -57.5% | +15.6% |
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 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