+109.0%
CCEP vs SIRI
-44.1%
+153.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.7% | -3.9% | +0.2% | -3.4% |
| 30D | -2.1% | -0.8% | -1.3% | -2.0% |
| 3M | +7.2% | +4.3% | +2.9% | +6.8% |
| 6M | +3.3% | +34.1% | -30.8% | +0.9% |
| YTD | +15.7% | +47.3% | -31.6% | +12.1% |
| 1Y | +16.6% | +22.9% | -6.4% | +14.4% |
| 3Y | +84.3% | -24.6% | +108.8% | +84.5% |
| 5Y | +109.0% | -43.2% | +152.2% | +120.8% |
| All | +109.0% | -44.1% | +153.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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