+896.5%
XLV vs CCEP
+973.3%
-76.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.3% |
| 7D | -3.7% | -3.7% | 0.0% | -2.9% |
| 30D | -1.1% | -2.1% | +1.0% | -0.7% |
| 3M | +8.2% | +7.2% | +1.1% | +6.4% |
| 6M | +8.9% | +3.3% | +5.6% | +7.8% |
| YTD | +8.5% | +15.7% | -7.2% | +4.6% |
| 1Y | +22.3% | +16.6% | +5.7% | +17.6% |
| 3Y | +32.6% | +84.3% | -51.6% | +14.3% |
| 5Y | +34.4% | +109.0% | -74.6% | +11.4% |
| 10Y | +175.4% | +238.1% | -62.8% | +99.8% |
| All | +896.5% | +973.3% | -76.8% | +420.5% |
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