+217.7%
XLF vs CCEP
+342.6%
-124.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +2.7% | +2.1% | +0.6% | +1.7% |
| 30D | +7.6% | +10.6% | -3.0% | +2.9% |
| 3M | +1.1% | +10.3% | -9.2% | -3.4% |
| 6M | +15.9% | +31.1% | -15.2% | +2.3% |
| YTD | +8.4% | +32.1% | -23.7% | -5.3% |
| 1Y | +12.5% | +32.8% | -20.3% | -2.0% |
| 3Y | +81.6% | +111.3% | -29.8% | +25.0% |
| 5Y | +59.3% | +147.5% | -88.2% | -0.4% |
| All | +217.7% | +342.6% | -124.9% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling