+4,670.5%
CCEP vs SCCO
+28,322.8%
-23,652.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.8% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | +10.6% | -17.4% | +28.0% | +14.0% |
| 3M | +10.3% | -11.7% | +22.0% | +12.0% |
| 6M | +31.1% | -12.1% | +43.2% | +32.0% |
| YTD | +32.1% | +20.9% | +11.3% | +24.2% |
| 1Y | +32.8% | +31.3% | +1.5% | +22.9% |
| 3Y | +111.3% | +170.3% | -59.0% | +65.8% |
| 5Y | +147.5% | +240.8% | -93.3% | +82.1% |
| 10Y | +338.1% | +683.6% | -345.6% | +166.8% |
| All | +4,670.5% | +28,322.8% | -23,652.3% | +1,696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling