-3.5%
XLK vs CCEP
+30.3%
-33.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.3% |
| 7D | +3.4% | +2.1% | +1.3% | +4.5% |
| 30D | -10.6% | +10.6% | -21.2% | -5.5% |
| 3M | -10.6% | +10.3% | -21.0% | -5.6% |
| 6M | -3.5% | +31.1% | -34.6% | +16.8% |
| All | -3.5% | +30.3% | -33.7% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling