+28.3%
XLP vs CCEP
+85.5%
-57.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.3% |
| 7D | -1.0% | -3.1% | +2.0% | 0.0% |
| 30D | -0.9% | -2.6% | +1.7% | 0.0% |
| 3M | +3.8% | +14.9% | -11.1% | -1.1% |
| 6M | -1.7% | +2.3% | -4.0% | -2.8% |
| YTD | +10.3% | +17.8% | -7.6% | +3.8% |
| 1Y | +7.8% | +24.2% | -16.4% | -0.4% |
| All | +28.3% | +85.5% | -57.2% | +1.7% |
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 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