+142.5%
XLC vs CCEP
+237.7%
-95.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | -0.8% | -3.1% | +2.2% | +0.2% |
| 30D | +1.0% | -2.6% | +3.6% | +1.9% |
| 3M | -0.7% | +14.9% | -15.6% | -5.5% |
| 6M | -5.1% | +2.3% | -7.4% | -6.3% |
| YTD | -4.3% | +17.8% | -22.1% | -10.1% |
| 1Y | -0.6% | +24.2% | -24.8% | -8.5% |
| 3Y | +72.7% | +84.7% | -12.0% | +35.5% |
| 5Y | +38.0% | +103.2% | -65.2% | +2.7% |
| All | +142.5% | +237.7% | -95.2% | +54.5% |
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