+5,962.4%
CCEP vs SIRI
-17.3%
+5,979.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -3.0% |
| 7D | -3.1% | +1.6% | -4.6% | -3.1% |
| 30D | -2.6% | -4.7% | +2.1% | -2.4% |
| 3M | +14.9% | +5.3% | +9.7% | +14.6% |
| 6M | +2.3% | +30.5% | -28.3% | +0.8% |
| YTD | +17.8% | +49.6% | -31.8% | +15.4% |
| 1Y | +24.2% | +28.5% | -4.3% | +22.4% |
| 3Y | +84.7% | -27.5% | +112.2% | +85.0% |
| 5Y | +103.2% | -44.7% | +147.8% | +104.7% |
| 10Y | +257.4% | -12.6% | +270.0% | +252.1% |
| All | +5,962.4% | -17.3% | +5,979.7% | +4,572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling