+159.6%
XLB vs CCEP
+244.1%
-84.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.2% | -1.0% | +0.7% | +0.1% |
| 30D | -1.7% | -1.6% | -0.1% | -1.2% |
| 3M | +4.4% | +11.9% | -7.5% | -0.3% |
| 6M | +5.0% | +7.5% | -2.4% | +1.7% |
| YTD | +15.5% | +18.7% | -3.3% | +7.3% |
| 1Y | +14.9% | +21.4% | -6.5% | +5.6% |
| 3Y | +34.5% | +89.1% | -54.6% | +2.3% |
| 5Y | +36.5% | +108.7% | -72.2% | -2.0% |
| 10Y | +159.6% | +241.0% | -81.4% | +61.1% |
| All | +159.6% | +244.1% | -84.5% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling