+440.3%
NEM vs CCEP
+7,646.6%
-7,206.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +11.6% | +5.4% | +6.3% | +11.1% |
| 30D | +1.8% | +12.8% | -11.0% | +0.6% |
| 3M | +2.5% | +10.9% | -8.3% | +1.4% |
| 6M | +3.4% | +25.6% | -22.2% | +0.9% |
| YTD | +20.9% | +31.0% | -10.1% | +17.6% |
| 1Y | +37.2% | +32.3% | +4.9% | +33.2% |
| 3Y | +271.6% | +110.5% | +161.1% | +245.1% |
| 5Y | +136.6% | +141.8% | -5.2% | +115.9% |
| 10Y | +342.6% | +341.1% | +1.5% | +275.5% |
| All | +440.3% | +7,646.6% | -7,206.3% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling