+429.4%
XLF vs CCEP
+1,125.8%
-696.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +2.7% | +2.1% | +0.6% | +1.9% |
| 30D | +7.6% | +10.6% | -3.0% | +3.5% |
| 3M | +1.1% | +10.3% | -9.2% | -2.8% |
| 6M | +15.9% | +31.1% | -15.2% | +4.2% |
| YTD | +8.4% | +32.1% | -23.7% | -3.3% |
| 1Y | +12.5% | +32.8% | -20.3% | +0.1% |
| 3Y | +81.6% | +111.3% | -29.8% | +33.8% |
| 5Y | +59.3% | +147.5% | -88.2% | +9.2% |
| 10Y | +225.4% | +338.1% | -112.6% | +75.8% |
| All | +429.4% | +1,125.8% | -696.5% | +59.5% |
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