+1,372.0%
CCEP vs SCHG
+1,127.0%
+245.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.2% |
| 30D | -2.1% | -2.3% | +0.2% | -0.8% |
| 3M | +7.2% | +4.5% | +2.7% | +4.1% |
| 6M | +3.3% | +13.6% | -10.3% | -4.8% |
| YTD | +15.7% | +7.6% | +8.1% | +9.9% |
| 1Y | +16.6% | +13.0% | +3.5% | +6.9% |
| 3Y | +84.3% | +87.0% | -2.7% | +17.4% |
| 5Y | +109.0% | +82.9% | +26.2% | +31.8% |
| 10Y | +238.1% | +453.6% | -215.5% | -14.7% |
| All | +1,372.0% | +1,127.0% | +245.1% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling