+153.4%
NEM vs CCEP
+108.6%
+44.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.9% | -1.0% | +4.8% | +4.1% |
| 30D | +12.7% | -1.6% | +14.3% | +13.0% |
| 3M | +28.7% | +11.9% | +16.8% | +25.4% |
| 6M | +9.8% | +7.5% | +2.3% | +7.8% |
| YTD | +28.1% | +18.7% | +9.4% | +23.5% |
| 1Y | +69.3% | +21.4% | +47.9% | +62.2% |
| 3Y | +247.7% | +89.1% | +158.6% | +211.3% |
| 5Y | +153.4% | +108.7% | +44.7% | +120.9% |
| All | +153.4% | +108.6% | +44.8% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling