+335.5%
CCEP vs SAN
+275.0%
+60.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.8% | +3.4% | -1.6% | +0.6% |
| 30D | +12.2% | -6.3% | +18.4% | +14.2% |
| 3M | +10.7% | -14.1% | +24.8% | +15.7% |
| 6M | +27.5% | +4.2% | +23.3% | +24.4% |
| YTD | +31.3% | +9.0% | +22.3% | +25.1% |
| 1Y | +29.9% | +18.8% | +11.1% | +20.0% |
| 3Y | +111.1% | +252.0% | -140.9% | +28.6% |
| 5Y | +142.3% | +299.5% | -157.1% | +35.4% |
| 10Y | +335.5% | +276.7% | +58.8% | +127.4% |
| All | +335.5% | +275.0% | +60.5% | +127.4% |
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