+36.8%
CCEP vs SGI
-10.7%
+47.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.8% |
| 7D | +4.2% | +12.1% | -7.8% | +2.6% |
| 30D | +14.2% | +12.1% | +2.1% | +12.3% |
| 3M | +9.1% | +0.4% | +8.7% | +8.7% |
| 6M | +26.9% | -4.0% | +30.9% | +26.6% |
| YTD | +29.1% | -21.2% | +50.3% | +27.8% |
| 1Y | +36.8% | -12.1% | +48.8% | +33.3% |
| All | +36.8% | -10.7% | +47.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling