+533.2%
XYZ vs CCEP
+286.5%
+246.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.8% |
| 7D | -1.0% | -3.1% | +2.1% | +0.6% |
| 30D | -1.7% | -2.6% | +0.9% | -0.5% |
| 3M | +16.7% | +14.9% | +1.8% | +8.5% |
| 6M | +26.9% | +2.3% | +24.6% | +24.5% |
| YTD | +27.1% | +17.8% | +9.3% | +15.6% |
| 1Y | +9.3% | +24.2% | -15.0% | -4.0% |
| 3Y | +42.3% | +84.7% | -42.5% | -1.9% |
| 5Y | -69.3% | +103.2% | -172.5% | -80.1% |
| 10Y | +586.8% | +257.4% | +329.4% | +242.2% |
| All | +533.2% | +286.5% | +246.7% | +188.5% |
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