+1,080.1%
XLI vs CCEP
+1,108.9%
-28.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +0.5% | +11.0% | -10.5% | -2.8% |
| 3M | -8.6% | +9.2% | -17.8% | -11.2% |
| 6M | -2.3% | +27.2% | -29.5% | -9.6% |
| YTD | +10.1% | +30.3% | -20.2% | +0.9% |
| 1Y | +11.0% | +28.7% | -17.7% | +2.1% |
| 3Y | +72.3% | +109.4% | -37.1% | +35.5% |
| 5Y | +70.8% | +144.1% | -73.2% | +26.9% |
| 10Y | +228.7% | +332.0% | -103.3% | +102.4% |
| All | +1,080.1% | +1,108.9% | -28.8% | +370.0% |
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