+133.5%
QLD vs CCEP
+111.8%
+21.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.3% | -14.0% | -12.8% |
| 7D | -18.6% | +5.7% | -24.3% | -19.1% |
| 30D | -28.3% | +15.3% | -43.6% | -29.8% |
| 3M | -20.4% | +8.0% | -28.4% | -21.2% |
| 6M | -14.3% | +26.7% | -41.0% | -18.7% |
| YTD | +2.8% | +30.7% | -27.9% | -3.5% |
| 1Y | -1.2% | +36.5% | -37.8% | -8.6% |
| All | +133.5% | +111.8% | +21.7% | +80.0% |
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 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