+1,667.6%
CCEP vs SGI
+1,905.4%
-237.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.1% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +15.1% | +3.9% | +11.2% | +14.3% |
| 3M | +7.3% | -0.8% | +8.1% | +7.2% |
| 6M | +23.4% | -18.0% | +41.4% | +26.7% |
| YTD | +29.4% | -27.6% | +57.0% | +35.1% |
| 1Y | +34.2% | -27.2% | +61.5% | +39.9% |
| 3Y | +108.4% | +76.0% | +32.4% | +83.8% |
| 5Y | +147.3% | +50.0% | +97.3% | +118.4% |
| 10Y | +301.3% | +399.1% | -97.7% | +167.9% |
| All | +1,667.6% | +1,905.4% | -237.8% | +632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling