+4,565.7%
XOM vs CCEP
+7,713.8%
-3,148.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +2.8% | +2.1% | +0.7% | +2.4% |
| 30D | -3.6% | +10.6% | -14.2% | -5.9% |
| 3M | +8.2% | +10.3% | -2.1% | +5.7% |
| 6M | +14.0% | +31.1% | -17.0% | +6.9% |
| YTD | +44.6% | +32.1% | +12.5% | +34.8% |
| 1Y | +47.8% | +32.8% | +14.9% | +37.5% |
| 3Y | +79.6% | +111.3% | -31.8% | +49.6% |
| 5Y | +214.3% | +147.5% | +66.8% | +149.4% |
| 10Y | +204.0% | +338.1% | -134.0% | +111.5% |
| All | +4,565.7% | +7,713.8% | -3,148.2% | +1,928.7% |
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 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