+134.0%
XLC vs CCEP
+275.4%
-141.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.2% | +5.4% | +0.9% | +4.4% |
| 30D | -2.4% | +12.8% | -15.1% | -6.4% |
| 3M | -3.3% | +10.9% | -14.2% | -6.8% |
| 6M | -7.3% | +25.6% | -32.9% | -14.6% |
| YTD | -7.6% | +31.0% | -38.6% | -16.5% |
| 1Y | -3.7% | +32.3% | -36.0% | -13.3% |
| 3Y | +62.9% | +110.5% | -47.6% | +22.1% |
| 5Y | +41.6% | +141.8% | -100.2% | -0.7% |
| All | +134.0% | +275.4% | -141.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling