+103.6%
EXE vs CCEP
+108.6%
-4.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | +6.4% | -1.6% | +8.0% | +6.6% |
| 3M | +9.2% | +11.9% | -2.6% | +6.9% |
| 6M | -7.0% | +7.5% | -14.4% | -8.4% |
| YTD | -9.5% | +18.7% | -28.2% | -12.9% |
| 1Y | +6.2% | +21.4% | -15.2% | +1.6% |
| 3Y | +20.7% | +89.1% | -68.4% | +3.0% |
| 5Y | +103.6% | +108.7% | -5.1% | +76.4% |
| All | +103.6% | +108.6% | -4.9% | +76.4% |
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 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