+167.7%
XLB vs CCEP
+299.9%
-132.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | -1.4% | +1.7% | -3.0% | -2.0% |
| 30D | +7.1% | +12.7% | -5.6% | +2.2% |
| 3M | +0.6% | +8.5% | -7.9% | -2.8% |
| 6M | +3.5% | +25.6% | -22.1% | -5.8% |
| YTD | +18.2% | +30.9% | -12.7% | +5.5% |
| 1Y | +25.6% | +32.0% | -6.4% | +11.7% |
| 3Y | +46.7% | +110.9% | -64.3% | +6.7% |
| 5Y | +30.9% | +138.5% | -107.6% | -10.8% |
| 10Y | +167.7% | +302.3% | -134.6% | +55.8% |
| All | +167.7% | +299.9% | -132.2% | +55.8% |
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