+379.9%
NEM vs CCEP
+342.1%
+37.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.3% | +1.8% | -1.4% | +0.1% |
| 30D | +1.1% | +12.2% | -11.0% | -0.3% |
| 3M | +1.3% | +10.7% | -9.4% | 0.0% |
| 6M | -1.4% | +27.5% | -28.9% | -4.4% |
| YTD | +19.4% | +31.3% | -11.9% | +15.5% |
| 1Y | +32.9% | +29.9% | +3.0% | +28.8% |
| 3Y | +267.0% | +111.1% | +155.9% | +239.9% |
| 5Y | +131.0% | +142.3% | -11.3% | +111.3% |
| 10Y | +379.9% | +335.5% | +44.4% | +327.9% |
| All | +379.9% | +342.1% | +37.8% | +327.9% |
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