+35.8%
XLC vs CCEP
+148.1%
-112.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | -5.8% | +15.1% | -21.0% | -10.1% |
| 3M | -5.4% | +7.3% | -12.7% | -7.8% |
| 6M | -10.2% | +23.4% | -33.6% | -16.5% |
| YTD | -10.2% | +29.4% | -39.6% | -18.2% |
| 1Y | -5.6% | +34.2% | -39.9% | -15.2% |
| 3Y | +61.0% | +108.4% | -47.4% | +18.5% |
| All | +35.8% | +148.1% | -112.3% | -9.6% |
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 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