+528.0%
XRT vs CCEP
+1,811.8%
-1,283.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +0.9% | +2.6% | -1.7% | -0.1% |
| 30D | +7.9% | +15.1% | -7.2% | +1.9% |
| 3M | -0.2% | +7.3% | -7.5% | -3.1% |
| 6M | +5.6% | +23.4% | -17.8% | -3.4% |
| YTD | +5.7% | +29.4% | -23.7% | -5.6% |
| 1Y | +14.6% | +34.2% | -19.7% | +0.9% |
| 3Y | +50.7% | +108.4% | -57.7% | +8.6% |
| 5Y | -4.8% | +147.3% | -152.1% | -36.8% |
| 10Y | +152.6% | +301.3% | -148.7% | +28.2% |
| All | +528.0% | +1,811.8% | -1,283.8% | +45.8% |
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