+4,186.9%
CCEP vs SCCO
+35,670.2%
-31,483.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.6% |
| 30D | -1.6% | +6.6% | -8.2% | -2.9% |
| 3M | +11.9% | +24.5% | -12.6% | +6.9% |
| 6M | +7.5% | +16.5% | -9.0% | +3.2% |
| YTD | +18.7% | +52.1% | -33.4% | +7.8% |
| 1Y | +21.4% | +114.2% | -92.8% | +2.9% |
| 3Y | +89.1% | +207.4% | -118.3% | +45.9% |
| 5Y | +108.7% | +353.7% | -245.0% | +46.3% |
| 10Y | +241.0% | +1,144.5% | -903.6% | +91.4% |
| All | +4,186.9% | +35,670.2% | -31,483.3% | +1,458.1% |
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 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