+35.0%
XLB vs CCEP
+85.5%
-50.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -1.4% | -3.1% | +1.7% | -0.5% |
| 30D | -0.4% | -2.6% | +2.2% | +0.3% |
| 3M | +2.0% | +14.9% | -13.0% | -2.4% |
| 6M | +1.8% | +2.3% | -0.4% | +0.8% |
| YTD | +16.6% | +17.8% | -1.3% | +10.5% |
| 1Y | +16.9% | +24.2% | -7.3% | +8.7% |
| All | +35.0% | +85.5% | -50.5% | +8.8% |
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 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