+336.9%
CCEP vs SBAC
+110.3%
+226.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | +11.0% | +2.6% | +8.4% | +10.2% |
| 3M | +9.2% | +2.6% | +6.6% | +8.2% |
| 6M | +27.2% | -11.5% | +38.7% | +30.5% |
| YTD | +30.3% | -1.6% | +31.9% | +29.0% |
| 1Y | +28.7% | -5.1% | +33.8% | +28.7% |
| 3Y | +109.4% | -9.3% | +118.8% | +109.1% |
| 5Y | +144.1% | -41.0% | +185.1% | +172.3% |
| All | +336.9% | +110.3% | +226.7% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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