+177.4%
NXT vs CCEP
+109.1%
+68.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -15.3% | -2.6% | -12.7% | -15.0% |
| 3M | -43.8% | +14.9% | -58.7% | -45.8% |
| 6M | -18.7% | +2.3% | -20.9% | -19.0% |
| YTD | -3.0% | +17.8% | -20.8% | -7.0% |
| 1Y | +22.7% | +24.2% | -1.5% | +14.8% |
| 3Y | +95.9% | +84.7% | +11.2% | +44.5% |
| All | +177.4% | +109.1% | +68.4% | +90.6% |
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