+1,082.2%
CCEP vs SBAC
+2,207.9%
-1,125.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | +15.1% | +11.2% | +4.0% | +14.1% |
| 3M | +7.3% | +4.5% | +2.8% | +6.8% |
| 6M | +23.4% | -12.2% | +35.6% | +24.6% |
| YTD | +29.4% | -0.1% | +29.5% | +28.9% |
| 1Y | +34.2% | -0.3% | +34.5% | +33.7% |
| 3Y | +108.4% | -8.7% | +117.1% | +108.4% |
| 5Y | +147.3% | -40.2% | +187.4% | +154.9% |
| 10Y | +301.3% | +97.3% | +204.0% | +277.7% |
| All | +1,082.2% | +2,207.9% | -1,125.7% | +829.0% |
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