-63.7%
XYZ vs CCEP
+147.2%
-210.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +1.9% |
| 7D | -1.1% | +2.1% | -3.2% | -2.3% |
| 30D | +11.5% | +10.6% | +0.9% | +4.4% |
| 3M | +1.8% | +10.3% | -8.5% | -4.8% |
| 6M | +21.2% | +31.1% | -9.9% | +0.2% |
| YTD | +29.9% | +32.1% | -2.2% | +5.4% |
| 1Y | +35.8% | +32.8% | +2.9% | +9.5% |
| 3Y | +62.6% | +111.3% | -48.7% | -21.1% |
| All | -63.7% | +147.2% | -210.9% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling