+1,117.4%
XLI vs CCEP
+993.4%
+124.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.3% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | -5.9% | -2.6% | -3.3% | -5.3% |
| 3M | -0.3% | +14.9% | -15.2% | -4.6% |
| 6M | +0.1% | +2.3% | -2.1% | -1.0% |
| YTD | +13.6% | +17.8% | -4.3% | +7.5% |
| 1Y | +17.2% | +24.2% | -7.0% | +8.9% |
| 3Y | +68.2% | +84.7% | -16.5% | +37.6% |
| 5Y | +80.7% | +103.2% | -22.5% | +41.8% |
| 10Y | +253.3% | +257.4% | -4.1% | +129.5% |
| All | +1,117.4% | +993.4% | +124.0% | +400.7% |
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