+205.4%
XOM vs CCEP
+342.6%
-137.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +2.8% | +2.1% | +0.7% | +2.2% |
| 30D | -3.6% | +10.6% | -14.2% | -6.9% |
| 3M | +8.2% | +10.3% | -2.1% | +4.4% |
| 6M | +14.0% | +31.1% | -17.0% | +3.4% |
| YTD | +44.6% | +32.1% | +12.5% | +29.7% |
| 1Y | +47.8% | +32.8% | +14.9% | +32.2% |
| 3Y | +79.6% | +111.3% | -31.8% | +33.1% |
| 5Y | +214.3% | +147.5% | +66.8% | +113.6% |
| All | +205.4% | +342.6% | -137.1% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling