+976.7%
CCEP vs SBAC
+2,208.1%
-1,231.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -2.6% | +6.9% | -9.5% | -3.2% |
| 3M | +14.9% | -8.2% | +23.2% | +15.7% |
| 6M | +2.3% | -1.6% | +3.9% | +2.1% |
| YTD | +17.8% | -0.1% | +18.0% | +17.5% |
| 1Y | +24.2% | -0.5% | +24.7% | +23.8% |
| 3Y | +84.7% | -9.1% | +93.8% | +84.8% |
| 5Y | +103.2% | -43.8% | +147.0% | +110.6% |
| 10Y | +257.4% | +80.5% | +176.8% | +238.5% |
| All | +976.7% | +2,208.1% | -1,231.5% | +746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling