+120.8%
EXPE vs CCEP
+113.9%
+6.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -0.5% | +2.1% | -2.6% | -1.2% |
| 30D | -6.1% | +10.6% | -16.7% | -8.9% |
| 3M | -21.3% | +10.3% | -31.6% | -23.7% |
| 6M | +19.0% | +31.1% | -12.1% | +11.6% |
| YTD | -8.4% | +32.1% | -40.5% | -16.1% |
| 1Y | -2.8% | +32.8% | -35.6% | -11.1% |
| 3Y | +120.8% | +111.3% | +9.4% | +91.3% |
| All | +120.8% | +113.9% | +6.9% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling