+28.7%
CCEP vs SAN
+13.0%
+15.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +11.0% | -9.4% | +20.3% | +12.6% |
| 3M | +9.2% | -17.1% | +26.3% | +12.6% |
| 6M | +27.2% | +2.2% | +25.0% | +25.5% |
| YTD | +30.3% | +6.0% | +24.3% | +26.7% |
| 1Y | +28.7% | +12.7% | +16.0% | +23.9% |
| All | +28.7% | +13.0% | +15.7% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling