+104.1%
CCEP vs SCCO
+303.5%
-199.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.8% | -2.7% | -0.2% | -2.6% |
| 30D | -4.0% | -0.7% | -3.3% | -4.1% |
| 3M | +5.2% | +8.1% | -2.9% | +4.0% |
| 6M | +2.7% | +4.1% | -1.4% | +1.4% |
| YTD | +14.5% | +41.1% | -26.6% | +8.5% |
| 1Y | +17.2% | +95.6% | -78.4% | +5.9% |
| 3Y | +79.3% | +179.3% | -99.9% | +48.6% |
| All | +104.1% | +303.5% | -199.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling