+104.1%
CCEP vs SCHG
+84.3%
+19.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -4.0% | -1.3% | -2.8% | -3.6% |
| 3M | +5.2% | +5.4% | -0.2% | +3.2% |
| 6M | +2.7% | +14.4% | -11.7% | -2.3% |
| YTD | +14.5% | +8.0% | +6.5% | +11.0% |
| 1Y | +17.2% | +12.7% | +4.4% | +11.5% |
| 3Y | +79.3% | +85.6% | -6.3% | +33.3% |
| All | +104.1% | +84.3% | +19.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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