+253.2%
NEE vs CCEP
+237.8%
+15.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | -0.5% | -3.7% | +3.1% | +0.6% |
| 30D | -1.7% | -2.1% | +0.4% | -1.1% |
| 3M | -1.8% | +7.2% | -9.0% | -4.3% |
| 6M | -8.8% | +3.3% | -12.1% | -10.2% |
| YTD | +5.2% | +15.7% | -10.5% | -0.3% |
| 1Y | +21.3% | +16.6% | +4.8% | +14.5% |
| 3Y | +35.2% | +84.3% | -49.1% | +9.6% |
| 5Y | +10.1% | +109.0% | -98.9% | -15.4% |
| 10Y | +253.2% | +238.1% | +15.1% | +130.1% |
| All | +253.2% | +237.8% | +15.4% | +130.1% |
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 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