+24.2%
CCEP vs SITM
+174.8%
-150.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.7% | -2.9% |
| 7D | -3.1% | +9.7% | -12.8% | -2.8% |
| 30D | -2.6% | +12.7% | -15.3% | -2.2% |
| 3M | +14.9% | -13.4% | +28.4% | +15.0% |
| 6M | +2.3% | +59.6% | -57.4% | +1.1% |
| YTD | +17.8% | +73.3% | -55.5% | +17.2% |
| 1Y | +24.2% | +165.5% | -141.3% | +24.3% |
| All | +24.2% | +174.8% | -150.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling