+133.1%
XLC vs CCEP
+275.2%
-142.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | +7.1% | +1.7% | +5.4% | +6.5% |
| 30D | -2.7% | +12.7% | -15.4% | -6.7% |
| 3M | -3.2% | +8.5% | -11.7% | -6.0% |
| 6M | -7.7% | +25.6% | -33.2% | -14.9% |
| YTD | -8.0% | +30.9% | -38.9% | -16.8% |
| 1Y | -3.1% | +32.0% | -35.0% | -12.6% |
| 3Y | +64.9% | +110.9% | -46.0% | +23.5% |
| 5Y | +39.5% | +138.5% | -98.9% | -1.7% |
| All | +133.1% | +275.2% | -142.0% | +43.1% |
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