+40.4%
XLB vs CCEP
+109.7%
-69.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | +6.1% | +15.1% | -9.1% | +1.9% |
| 3M | 0.0% | +7.3% | -7.2% | -2.1% |
| 6M | 0.0% | +23.4% | -23.5% | -6.2% |
| YTD | +16.0% | +29.4% | -13.4% | +7.2% |
| 1Y | +24.7% | +34.2% | -9.5% | +14.0% |
| 3Y | +40.4% | +108.4% | -68.0% | +18.9% |
| All | +40.4% | +109.7% | -69.4% | +18.9% |
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