+7,553.0%
CCEP vs SAN
+1,664.5%
+5,888.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | +2.6% | +4.9% | -2.3% | +1.3% |
| 30D | +15.1% | -13.0% | +28.1% | +19.2% |
| 3M | +7.3% | -18.9% | +26.1% | +12.9% |
| 6M | +23.4% | -4.1% | +27.6% | +23.9% |
| YTD | +29.4% | +2.6% | +26.8% | +26.7% |
| 1Y | +34.2% | +16.9% | +17.3% | +26.8% |
| 3Y | +108.4% | +239.1% | -130.7% | +44.9% |
| 5Y | +147.3% | +266.8% | -119.6% | +64.9% |
| 10Y | +301.3% | +246.0% | +55.3% | +157.2% |
| All | +7,553.0% | +1,664.5% | +5,888.5% | +3,330.1% |
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 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