+148.3%
CCEP vs SCCO
+243.3%
-95.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +10.6% | -17.4% | +28.0% | +12.3% |
| 3M | +10.3% | -11.7% | +22.0% | +11.1% |
| 6M | +31.1% | -12.1% | +43.2% | +31.6% |
| YTD | +32.1% | +20.9% | +11.3% | +26.7% |
| 1Y | +32.8% | +31.3% | +1.5% | +26.0% |
| 3Y | +111.3% | +170.3% | -59.0% | +72.5% |
| All | +148.3% | +243.3% | -95.0% | +73.4% |
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