+36.8%
CCEP vs SITM
+47.5%
-10.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.4% | +13.2% | +3.4% |
| 7D | +4.2% | -19.5% | +23.8% | +3.4% |
| 30D | +14.2% | -43.2% | +57.4% | +12.4% |
| 3M | +9.1% | -30.8% | +40.0% | +8.1% |
| 6M | +26.9% | -28.6% | +55.4% | +24.5% |
| YTD | +29.1% | +14.2% | +14.9% | +25.0% |
| 1Y | +36.8% | +44.4% | -7.6% | +32.7% |
| All | +36.8% | +47.5% | -10.8% | +32.7% |
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