+39.5%
EXPE vs CCEP
+148.1%
-108.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.3% |
| 7D | -9.3% | +2.6% | -11.9% | -10.5% |
| 30D | +0.1% | +15.1% | -15.0% | -7.1% |
| 3M | -15.3% | +7.3% | -22.6% | -18.4% |
| 6M | +5.5% | +23.4% | -17.9% | -5.8% |
| YTD | -8.0% | +29.4% | -37.4% | -21.6% |
| 1Y | +18.9% | +34.2% | -15.4% | -0.8% |
| 3Y | +135.5% | +108.4% | +27.2% | +39.6% |
| All | +39.5% | +148.1% | -108.6% | -30.5% |
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