+73.6%
XLF vs CCEP
+84.3%
-10.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.2% |
| 7D | -1.0% | -3.7% | +2.6% | -0.2% |
| 30D | -1.3% | -2.1% | +0.8% | -0.8% |
| 3M | +9.1% | +7.2% | +2.0% | +7.3% |
| 6M | +14.4% | +3.3% | +11.1% | +13.2% |
| YTD | +5.1% | +15.7% | -10.6% | +0.9% |
| 1Y | +8.6% | +16.6% | -7.9% | +3.9% |
| All | +73.6% | +84.3% | -10.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling