+130.4%
EXPE vs CCEP
+336.4%
-206.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -4.5% | +11.0% | -15.5% | -10.3% |
| 3M | -19.7% | +9.2% | -28.9% | -23.8% |
| 6M | +18.3% | +27.2% | -8.9% | +2.0% |
| YTD | -7.3% | +30.3% | -37.6% | -22.8% |
| 1Y | -3.9% | +28.7% | -32.6% | -19.2% |
| 3Y | +123.0% | +109.4% | +13.6% | +31.5% |
| 5Y | +47.9% | +144.1% | -96.1% | -22.4% |
| All | +130.4% | +336.4% | -206.1% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling