+94.2%
XLK vs CCEP
+113.9%
-19.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.0% |
| 7D | +3.4% | +2.1% | +1.3% | +3.4% |
| 30D | -10.6% | +10.6% | -21.2% | -10.5% |
| 3M | -10.6% | +10.3% | -21.0% | -10.5% |
| 6M | -3.5% | +31.1% | -34.6% | -4.8% |
| YTD | +18.7% | +32.1% | -13.4% | +16.9% |
| 1Y | +19.4% | +32.8% | -13.4% | +17.5% |
| 3Y | +94.2% | +111.3% | -17.1% | +74.6% |
| All | +94.2% | +113.9% | -19.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling