+422.3%
XLF vs CCEP
+993.4%
-571.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +1.2% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | +11.7% | +14.9% | -3.2% | +5.8% |
| 6M | +13.8% | +2.3% | +11.5% | +12.3% |
| YTD | +7.0% | +17.8% | -10.9% | -0.2% |
| 1Y | +9.1% | +24.2% | -15.1% | -0.4% |
| 3Y | +75.6% | +84.7% | -9.1% | +36.3% |
| 5Y | +66.4% | +103.2% | -36.8% | +22.8% |
| 10Y | +250.3% | +257.4% | -7.1% | +103.3% |
| All | +422.3% | +993.4% | -571.1% | +64.6% |
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