+154.7%
QLD vs CCEP
+108.8%
+45.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.7% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -19.6% | +12.7% | -32.3% | -20.9% |
| 3M | -14.1% | +8.5% | -22.6% | -15.1% |
| 6M | -13.6% | +25.6% | -39.2% | -17.8% |
| YTD | +12.5% | +30.9% | -18.4% | +5.7% |
| 1Y | +13.1% | +32.0% | -18.8% | +6.0% |
| 3Y | +154.7% | +110.9% | +43.8% | +101.1% |
| All | +154.7% | +108.8% | +45.9% | +101.1% |
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