+287.7%
NEM vs CCEP
+111.1%
+176.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | +14.7% | +1.7% | +13.1% | +14.1% |
| 30D | +6.2% | +12.7% | -6.5% | +2.3% |
| 3M | +11.0% | +8.5% | +2.5% | +8.0% |
| 6M | +7.9% | +25.6% | -17.7% | -0.7% |
| YTD | +26.2% | +30.9% | -4.8% | +15.1% |
| 1Y | +51.5% | +32.0% | +19.5% | +37.8% |
| All | +287.7% | +111.1% | +176.6% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling