+6,869.6%
CCEP vs SAN
+2,116.5%
+4,753.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.1% | +1.8% | -4.8% | -3.5% |
| 30D | -2.6% | +2.0% | -4.6% | -3.1% |
| 3M | +14.9% | +19.7% | -4.8% | +9.2% |
| 6M | +2.3% | +30.6% | -28.4% | -5.3% |
| YTD | +17.8% | +28.8% | -11.0% | +9.1% |
| 1Y | +24.2% | +57.8% | -33.6% | +8.6% |
| 3Y | +84.7% | +338.1% | -253.4% | +20.4% |
| 5Y | +103.2% | +384.2% | -281.0% | +26.2% |
| 10Y | +257.4% | +353.1% | -95.8% | +114.0% |
| All | +6,869.6% | +2,116.5% | +4,753.2% | +2,851.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling