+302.3%
CCEP vs SGI
+413.4%
-111.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.6% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +12.7% | +6.6% | +6.1% | +11.3% |
| 3M | +8.5% | +1.8% | +6.7% | +7.9% |
| 6M | +25.6% | -3.9% | +29.5% | +25.6% |
| YTD | +30.9% | -25.2% | +56.2% | +36.2% |
| 1Y | +32.0% | -26.7% | +58.7% | +37.7% |
| 3Y | +110.9% | +86.8% | +24.2% | +81.3% |
| 5Y | +138.5% | +56.6% | +81.8% | +104.5% |
| 10Y | +302.3% | +384.3% | -82.0% | +190.3% |
| All | +302.3% | +413.4% | -111.1% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling