+87.7%
CCEP vs SGI
+60.1%
+27.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -3.1% | +8.5% | -11.6% | -4.1% |
| 30D | -2.6% | +0.7% | -3.3% | -2.8% |
| 3M | +14.9% | +0.6% | +14.3% | +14.5% |
| 6M | +2.3% | -17.9% | +20.2% | +4.3% |
| YTD | +17.8% | -21.2% | +39.0% | +20.2% |
| 1Y | +24.2% | -18.9% | +43.1% | +26.0% |
| All | +87.7% | +60.1% | +27.6% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling