+35.5%
XLV vs CCEP
+107.2%
-71.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.8% | -0.7% | -2.8% |
| 30D | -1.8% | -4.0% | +2.2% | -0.8% |
| 3M | +7.8% | +5.2% | +2.6% | +6.1% |
| 6M | +9.1% | +2.7% | +6.4% | +8.0% |
| YTD | +7.7% | +14.5% | -6.8% | +3.4% |
| 1Y | +20.4% | +17.2% | +3.3% | +14.7% |
| 3Y | +30.8% | +79.3% | -48.6% | +9.9% |
| All | +35.5% | +107.2% | -71.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling