+284.2%
NEE vs CCEP
+342.6%
-58.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.1% | +2.1% | -4.2% | -2.8% |
| 30D | +8.6% | +10.6% | -2.0% | +5.2% |
| 3M | -0.3% | +10.3% | -10.6% | -3.5% |
| 6M | -8.9% | +31.1% | -40.0% | -16.9% |
| YTD | +8.3% | +32.1% | -23.8% | -1.7% |
| 1Y | +4.3% | +32.8% | -28.6% | -5.6% |
| 3Y | +70.7% | +111.3% | -40.6% | +32.3% |
| 5Y | +12.8% | +147.5% | -134.7% | -18.0% |
| All | +284.2% | +342.6% | -58.4% | +139.3% |
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 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