+78.7%
XOM vs CCEP
+110.9%
-32.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -2.5% | +11.0% | -13.4% | -3.0% |
| 3M | +7.0% | +9.2% | -2.2% | +6.4% |
| 6M | +14.2% | +27.2% | -13.0% | +12.0% |
| YTD | +43.9% | +30.3% | +13.6% | +39.6% |
| 1Y | +47.9% | +28.7% | +19.2% | +43.8% |
| All | +78.7% | +110.9% | -32.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling