+117.5%
XLK vs CCEP
+82.6%
+34.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -0.4% | -5.7% | +5.3% | -0.2% |
| 30D | -0.5% | -3.4% | +2.9% | -0.4% |
| 3M | +5.0% | +5.5% | -0.5% | +4.3% |
| 6M | +32.9% | +2.2% | +30.6% | +32.4% |
| YTD | +29.0% | +14.6% | +14.3% | +26.7% |
| 1Y | +37.8% | +18.9% | +18.9% | +34.4% |
| All | +117.5% | +82.6% | +34.9% | +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 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