+231.7%
XLI vs CCEP
+342.1%
-110.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | +1.1% | +12.2% | -11.1% | -3.3% |
| 3M | -7.7% | +10.7% | -18.4% | -11.4% |
| 6M | -1.8% | +27.5% | -29.3% | -11.1% |
| YTD | +11.1% | +31.3% | -20.2% | -0.8% |
| 1Y | +12.1% | +29.9% | -17.8% | +0.4% |
| 3Y | +73.8% | +111.1% | -37.3% | +26.2% |
| 5Y | +73.8% | +142.3% | -68.6% | +17.0% |
| 10Y | +231.7% | +335.5% | -103.8% | +87.9% |
| All | +231.7% | +342.1% | -110.4% | +87.9% |
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