+178.5%
EXE vs CCEP
+140.8%
+37.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +0.3% |
| 30D | +8.5% | -2.6% | +11.1% | +8.9% |
| 3M | +5.5% | +14.9% | -9.5% | +2.3% |
| 6M | -5.9% | +2.3% | -8.2% | -6.6% |
| YTD | -9.7% | +17.8% | -27.6% | -13.4% |
| 1Y | +3.6% | +24.2% | -20.6% | -2.1% |
| 3Y | +18.0% | +84.7% | -66.7% | -0.3% |
| 5Y | +109.4% | +103.2% | +6.2% | +72.3% |
| All | +178.5% | +140.8% | +37.7% | +120.8% |
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