+2,340.5%
EXC vs CCEP
+6,869.6%
-4,529.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | +0.3% | -3.1% | +3.3% | +1.0% |
| 30D | -3.7% | -2.6% | -1.1% | -3.2% |
| 3M | -1.3% | +14.9% | -16.2% | -4.4% |
| 6M | -9.7% | +2.3% | -12.0% | -10.4% |
| YTD | +2.9% | +17.8% | -15.0% | -1.1% |
| 1Y | +4.4% | +24.2% | -19.8% | -1.0% |
| 3Y | +22.2% | +84.7% | -62.5% | +5.8% |
| 5Y | +46.7% | +103.2% | -56.5% | +23.0% |
| 10Y | +155.3% | +257.4% | -102.0% | +87.6% |
| All | +2,340.5% | +6,869.6% | -4,529.1% | +865.4% |
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