+141.1%
XRT vs CCEP
+342.1%
-201.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -1.4% | +1.8% | -3.2% | -2.1% |
| 30D | +9.8% | +12.2% | -2.4% | +5.2% |
| 3M | +3.3% | +10.7% | -7.4% | -0.6% |
| 6M | +13.6% | +27.5% | -13.9% | +3.6% |
| YTD | +9.1% | +31.3% | -22.3% | -1.9% |
| 1Y | +15.1% | +29.9% | -14.8% | +3.9% |
| 3Y | +59.9% | +111.1% | -51.1% | +17.9% |
| 5Y | -1.7% | +142.3% | -144.1% | -32.2% |
| 10Y | +141.1% | +335.5% | -194.3% | +52.3% |
| All | +141.1% | +342.1% | -201.0% | +52.3% |
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