+508.9%
XLP vs CCEP
+993.4%
-484.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | -1.0% | -3.1% | +2.0% | -0.3% |
| 30D | -0.9% | -2.6% | +1.7% | -0.3% |
| 3M | +3.8% | +14.9% | -11.1% | +0.4% |
| 6M | -1.7% | +2.3% | -4.0% | -2.4% |
| YTD | +10.3% | +17.8% | -7.6% | +5.8% |
| 1Y | +7.8% | +24.2% | -16.4% | +2.1% |
| 3Y | +27.2% | +84.7% | -57.5% | +9.3% |
| 5Y | +32.5% | +103.2% | -70.7% | +10.2% |
| 10Y | +101.8% | +257.4% | -155.6% | +43.5% |
| All | +508.9% | +993.4% | -484.5% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling