+300.2%
NEM vs CCEP
+236.5%
+63.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | -5.7% | +2.5% | -2.6% |
| 30D | +7.8% | -3.4% | +11.3% | +8.3% |
| 3M | +36.3% | +5.5% | +30.7% | +35.2% |
| 6M | +6.6% | +2.2% | +4.3% | +6.1% |
| YTD | +27.1% | +14.6% | +12.5% | +24.9% |
| 1Y | +62.3% | +18.9% | +43.4% | +58.6% |
| 3Y | +245.1% | +82.6% | +162.5% | +223.2% |
| 5Y | +154.0% | +107.0% | +47.0% | +134.7% |
| All | +300.2% | +236.5% | +63.7% | +264.6% |
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