+241.0%
CCEP vs SAN
+338.5%
-97.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.0% | +3.3% | -4.3% | -2.0% |
| 30D | -1.6% | +1.1% | -2.7% | -2.0% |
| 3M | +11.9% | +22.2% | -10.3% | +4.3% |
| 6M | +7.5% | +36.0% | -28.6% | -3.7% |
| YTD | +18.7% | +28.2% | -9.5% | +7.8% |
| 1Y | +21.4% | +54.1% | -32.7% | +3.2% |
| 3Y | +89.1% | +354.2% | -265.1% | +6.4% |
| 5Y | +108.7% | +387.3% | -278.6% | +10.0% |
| 10Y | +241.0% | +334.8% | -93.8% | +63.5% |
| All | +241.0% | +338.5% | -97.6% | +63.5% |
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