+41.9%
XLP vs CCEP
+109.7%
-67.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +0.7% | +2.6% | -1.8% | -0.2% |
| 30D | +10.3% | +15.1% | -4.9% | +5.0% |
| 3M | +6.5% | +7.3% | -0.7% | +3.8% |
| 6M | +8.4% | +23.4% | -15.0% | +0.6% |
| YTD | +18.2% | +29.4% | -11.2% | +7.8% |
| 1Y | +22.4% | +34.2% | -11.8% | +10.2% |
| 3Y | +41.9% | +108.4% | -66.5% | +11.7% |
| All | +41.9% | +109.7% | -67.8% | +11.7% |
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