+37.8%
XLC vs CCEP
+108.6%
-70.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +0.2% | -1.6% | +1.8% | +0.7% |
| 3M | +0.6% | +11.9% | -11.2% | -3.1% |
| 6M | -4.5% | +7.5% | -12.0% | -7.0% |
| YTD | -4.7% | +18.7% | -23.4% | -10.6% |
| 1Y | -1.7% | +21.4% | -23.1% | -8.6% |
| 3Y | +72.3% | +89.1% | -16.8% | +31.6% |
| 5Y | +37.8% | +108.7% | -71.0% | -0.8% |
| All | +37.8% | +108.6% | -70.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling