+230.4%
CCEP vs SHAK
+81.5%
+149.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -5.7% | -11.0% | +5.2% | -4.3% |
| 30D | -3.4% | -14.0% | +10.6% | -1.5% |
| 3M | +5.5% | +13.3% | -7.7% | +3.4% |
| 6M | +2.2% | -35.3% | +37.5% | +6.9% |
| YTD | +14.6% | -24.0% | +38.6% | +16.9% |
| 1Y | +18.9% | -36.7% | +55.6% | +24.0% |
| 3Y | +82.6% | -5.4% | +88.0% | +72.1% |
| 5Y | +107.0% | -24.9% | +131.9% | +94.8% |
| All | +230.4% | +81.5% | +149.0% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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