+2,451.3%
EXC vs CCEP
+7,553.0%
-5,101.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.2% | +2.6% | -3.7% | -1.7% |
| 30D | +10.0% | +15.1% | -5.2% | +6.5% |
| 3M | +1.6% | +7.3% | -5.7% | 0.0% |
| 6M | +3.3% | +23.4% | -20.2% | -1.6% |
| YTD | +7.6% | +29.4% | -21.8% | +1.2% |
| 1Y | +3.5% | +34.2% | -30.8% | -3.5% |
| 3Y | +27.7% | +108.4% | -80.7% | +7.6% |
| 5Y | +41.1% | +147.3% | -106.1% | +13.3% |
| 10Y | +178.2% | +301.3% | -123.1% | +99.3% |
| All | +2,451.3% | +7,553.0% | -5,101.8% | +888.0% |
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