+28.4%
XLY vs CCEP
+107.2%
-78.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -4.2% | -4.0% | -0.2% | -2.7% |
| 3M | -2.7% | +5.2% | -7.9% | -4.8% |
| 6M | -0.6% | +2.7% | -3.3% | -2.1% |
| YTD | -5.0% | +14.5% | -19.5% | -10.6% |
| 1Y | -4.1% | +17.2% | -21.3% | -10.8% |
| 3Y | +33.6% | +79.3% | -45.7% | -0.8% |
| All | +28.4% | +107.2% | -78.8% | -12.9% |
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