+2,575.4%
SOXX vs CCEP
+1,866.3%
+709.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +1.7% |
| 7D | +6.1% | -3.7% | +9.8% | +7.6% |
| 30D | +0.5% | -2.1% | +2.6% | +1.1% |
| 3M | -5.3% | +7.2% | -12.5% | -8.8% |
| 6M | +58.3% | +3.3% | +55.1% | +54.3% |
| YTD | +76.8% | +15.7% | +61.2% | +64.0% |
| 1Y | +114.6% | +16.6% | +98.0% | +97.3% |
| 3Y | +229.6% | +84.3% | +145.4% | +146.3% |
| 5Y | +257.3% | +109.0% | +148.3% | +151.5% |
| 10Y | +1,583.2% | +238.1% | +1,345.1% | +826.6% |
| All | +2,575.4% | +1,866.3% | +709.0% | +518.4% |
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 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