+554.0%
XYZ vs CCEP
+324.4%
+229.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +12.1% | +2.6% | +9.6% | +10.9% |
| 30D | +12.4% | +15.1% | -2.8% | +4.7% |
| 3M | +8.2% | +7.3% | +0.9% | +4.2% |
| 6M | +20.7% | +23.4% | -2.7% | +7.9% |
| YTD | +31.3% | +29.4% | +1.9% | +13.8% |
| 1Y | +20.5% | +34.2% | -13.7% | +2.2% |
| 3Y | +72.6% | +108.4% | -35.7% | +11.9% |
| 5Y | -64.0% | +147.3% | -211.2% | -78.6% |
| 10Y | +601.8% | +301.3% | +300.5% | +230.4% |
| All | +554.0% | +324.4% | +229.6% | +184.0% |
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