+67.2%
QLD vs CCEP
+148.1%
-81.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | -10.3% | +2.6% | -12.8% | -11.8% |
| 30D | -26.1% | +15.1% | -41.2% | -32.8% |
| 3M | -17.8% | +7.3% | -25.0% | -22.1% |
| 6M | -15.6% | +23.4% | -39.0% | -28.3% |
| YTD | +5.4% | +29.4% | -24.0% | -14.4% |
| 1Y | +5.2% | +34.2% | -29.0% | -17.1% |
| 3Y | +139.4% | +108.4% | +31.1% | +19.7% |
| All | +67.2% | +148.1% | -81.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling