+16.6%
CCEP vs SGI
-20.0%
+36.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | -3.7% | +0.6% | -4.3% | -3.7% |
| 30D | -2.1% | +5.5% | -7.6% | -2.7% |
| 3M | +7.2% | -3.6% | +10.8% | +7.4% |
| 6M | +3.3% | -15.0% | +18.3% | +4.1% |
| YTD | +15.7% | -23.0% | +38.7% | +15.5% |
| 1Y | +16.6% | -18.4% | +35.0% | +15.8% |
| All | +16.6% | -20.0% | +36.5% | +15.8% |
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