+988.3%
XLE vs CCEP
+1,100.6%
-112.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -12.0% | +2.6% | -14.6% | -12.8% |
| 30D | -2.7% | +15.1% | -17.9% | -7.2% |
| 3M | +6.6% | +7.3% | -0.7% | +3.8% |
| 6M | +9.5% | +23.4% | -13.9% | +1.7% |
| YTD | +40.6% | +29.4% | +11.1% | +27.8% |
| 1Y | +43.6% | +34.2% | +9.4% | +29.0% |
| 3Y | +58.1% | +108.4% | -50.3% | +21.9% |
| 5Y | +152.2% | +147.3% | +4.9% | +80.3% |
| 10Y | +172.9% | +301.3% | -128.4% | +65.9% |
| All | +988.3% | +1,100.6% | -112.3% | +311.4% |
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