+123.7%
XRT vs CCEP
+244.1%
-120.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -5.6% | -1.6% | -4.0% | -5.2% |
| 3M | +2.5% | +11.9% | -9.3% | -1.7% |
| 6M | +3.7% | +7.5% | -3.8% | +0.7% |
| YTD | +1.0% | +18.7% | -17.8% | -5.6% |
| 1Y | -1.2% | +21.4% | -22.6% | -8.5% |
| 3Y | +43.4% | +89.1% | -45.7% | +10.7% |
| 5Y | -0.7% | +108.7% | -109.4% | -27.3% |
| 10Y | +123.7% | +241.0% | -117.3% | +49.1% |
| All | +123.7% | +244.1% | -120.4% | +49.1% |
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