+135.7%
XLP vs CCEP
+340.9%
-205.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | +5.4% | -3.0% | +0.7% |
| 30D | +9.1% | +12.8% | -3.6% | +5.2% |
| 3M | +7.9% | +10.9% | -3.0% | +4.4% |
| 6M | +9.6% | +25.6% | -16.0% | +2.1% |
| YTD | +19.4% | +31.0% | -11.5% | +9.6% |
| 1Y | +22.4% | +32.3% | -9.9% | +11.9% |
| 3Y | +43.2% | +110.5% | -67.3% | +13.3% |
| 5Y | +42.6% | +141.8% | -99.2% | +6.9% |
| All | +135.7% | +340.9% | -205.2% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling