+513.3%
XRT vs CCEP
+1,641.1%
-1,127.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.2% |
| 7D | +0.8% | -3.1% | +3.9% | +2.0% |
| 30D | -4.2% | -2.6% | -1.6% | -3.2% |
| 3M | +5.1% | +14.9% | -9.8% | -0.9% |
| 6M | +2.4% | +2.3% | +0.2% | +1.1% |
| YTD | +3.2% | +17.8% | -14.7% | -4.1% |
| 1Y | +1.5% | +24.2% | -22.7% | -7.9% |
| 3Y | +40.6% | +84.7% | -44.2% | +6.4% |
| 5Y | -1.0% | +103.2% | -104.2% | -28.9% |
| 10Y | +128.4% | +257.4% | -129.0% | +21.6% |
| All | +513.3% | +1,641.1% | -1,127.8% | +47.9% |
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