+85.8%
CCEP vs SAN
+339.3%
-253.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -3.1% | +1.8% | -4.8% | -3.4% |
| 30D | -2.6% | +2.0% | -4.6% | -3.0% |
| 3M | +14.9% | +19.7% | -4.8% | +10.8% |
| 6M | +2.3% | +30.6% | -28.4% | -3.2% |
| YTD | +17.8% | +28.8% | -11.0% | +11.4% |
| 1Y | +24.2% | +57.8% | -33.6% | +12.8% |
| All | +85.8% | +339.3% | -253.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling