+133.6%
XLC vs CCEP
+273.4%
-139.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -4.2% | +11.0% | -15.2% | -7.6% |
| 3M | -2.1% | +9.2% | -11.3% | -5.2% |
| 6M | -6.6% | +27.2% | -33.8% | -14.3% |
| YTD | -7.8% | +30.3% | -38.1% | -16.5% |
| 1Y | -4.1% | +28.7% | -32.8% | -12.8% |
| 3Y | +62.6% | +109.4% | -46.8% | +22.1% |
| 5Y | +39.6% | +144.1% | -104.5% | -2.4% |
| All | +133.6% | +273.4% | -139.8% | +43.6% |
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