+80.9%
XLI vs CCEP
+105.2%
-24.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.8% |
| 7D | -0.6% | -3.7% | +3.1% | +0.5% |
| 30D | -6.9% | -2.1% | -4.9% | -6.4% |
| 3M | -1.9% | +7.2% | -9.1% | -4.3% |
| 6M | +1.0% | +3.3% | -2.2% | -0.5% |
| YTD | +11.3% | +15.7% | -4.4% | +5.7% |
| 1Y | +15.8% | +16.6% | -0.7% | +9.5% |
| 3Y | +69.8% | +84.3% | -14.4% | +34.2% |
| 5Y | +80.9% | +109.0% | -28.1% | +33.3% |
| All | +80.9% | +105.2% | -24.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling