+104.9%
EXPE vs CCEP
+105.1%
-0.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | 0.0% |
| 7D | -9.5% | -3.1% | -6.5% | -8.0% |
| 30D | -6.6% | -2.6% | -4.0% | -5.2% |
| 3M | +31.4% | +14.9% | +16.4% | +22.1% |
| 6M | +35.2% | +2.3% | +32.9% | +32.9% |
| YTD | +5.8% | +17.8% | -12.0% | -5.3% |
| 1Y | +38.7% | +24.2% | +14.5% | +20.3% |
| 3Y | +175.8% | +84.7% | +91.1% | +75.1% |
| All | +104.9% | +105.1% | -0.2% | +5.5% |
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