+476.9%
NEM vs CCEP
+6,869.6%
-6,392.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | +0.3% | -3.1% | +3.4% | +0.6% |
| 30D | +23.1% | -2.6% | +25.7% | +23.4% |
| 3M | +18.5% | +14.9% | +3.6% | +16.7% |
| 6M | +7.8% | +2.3% | +5.5% | +7.4% |
| YTD | +29.1% | +17.8% | +11.3% | +26.9% |
| 1Y | +72.7% | +24.2% | +48.5% | +68.7% |
| 3Y | +248.7% | +84.7% | +164.0% | +228.0% |
| 5Y | +148.7% | +103.2% | +45.5% | +130.6% |
| 10Y | +304.8% | +257.4% | +47.4% | +250.6% |
| All | +476.9% | +6,869.6% | -6,392.7% | +385.7% |
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