+341.1%
CCEP vs SAN
+255.1%
+86.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +5.4% | +10.8% | -5.4% | +1.9% |
| 30D | +12.8% | -5.7% | +18.5% | +14.6% |
| 3M | +10.9% | -13.4% | +24.3% | +15.6% |
| 6M | +25.6% | +3.5% | +22.1% | +22.9% |
| YTD | +31.0% | +9.7% | +21.2% | +24.5% |
| 1Y | +32.3% | +20.9% | +11.4% | +21.5% |
| 3Y | +110.5% | +254.3% | -143.8% | +28.3% |
| 5Y | +141.8% | +304.2% | -162.4% | +35.0% |
| 10Y | +341.1% | +260.2% | +80.9% | +133.1% |
| All | +341.1% | +255.1% | +86.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling