+340.4%
CCEP vs SFM
+133.2%
+207.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | +1.8% | -7.1% | +8.8% | +2.2% |
| 30D | +12.2% | -21.4% | +33.6% | +13.7% |
| 3M | +10.7% | -40.1% | +50.8% | +14.0% |
| 6M | +27.5% | -38.0% | +65.5% | +30.9% |
| YTD | +31.3% | -36.5% | +67.9% | +34.3% |
| 1Y | +29.9% | -35.2% | +65.1% | +32.7% |
| 3Y | +111.1% | +23.5% | +87.6% | +104.6% |
| 5Y | +142.3% | +109.7% | +32.6% | +126.3% |
| All | +340.4% | +133.2% | +207.2% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling