+108.7%
CCEP vs SGI
+61.8%
+46.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.0% | +9.3% | -10.3% | -2.7% |
| 30D | -1.6% | +6.9% | -8.5% | -3.0% |
| 3M | +11.9% | +2.8% | +9.0% | +10.7% |
| 6M | +7.5% | -12.6% | +20.1% | +9.4% |
| YTD | +18.7% | -21.5% | +40.3% | +23.0% |
| 1Y | +21.4% | -18.8% | +40.2% | +24.4% |
| 3Y | +89.1% | +60.8% | +28.3% | +61.9% |
| 5Y | +108.7% | +60.0% | +48.7% | +64.8% |
| All | +108.7% | +61.8% | +46.9% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling