+730.4%
EXPE vs CCEP
+1,579.7%
-849.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.7% |
| 7D | -13.3% | +1.7% | -15.0% | -14.0% |
| 30D | -5.5% | +12.7% | -18.2% | -11.3% |
| 3M | -16.5% | +8.5% | -25.0% | -19.9% |
| 6M | +13.1% | +25.6% | -12.5% | +0.1% |
| YTD | -8.0% | +30.9% | -38.9% | -21.5% |
| 1Y | +1.1% | +32.0% | -30.9% | -14.2% |
| 3Y | +131.2% | +110.9% | +20.2% | +48.3% |
| 5Y | +39.8% | +138.5% | -98.7% | -16.5% |
| 10Y | +118.5% | +302.3% | -183.9% | -2.7% |
| All | +730.4% | +1,579.7% | -849.3% | +62.1% |
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