+18.9%
CCEP vs SITM
+140.9%
-122.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -5.7% | +4.8% | -10.6% | -5.6% |
| 30D | -3.4% | -9.7% | +6.3% | -3.6% |
| 3M | +5.5% | -9.3% | +14.8% | +5.5% |
| 6M | +2.2% | +69.5% | -67.3% | +1.4% |
| YTD | +14.6% | +70.5% | -55.9% | +14.2% |
| 1Y | +18.9% | +145.3% | -126.3% | +20.6% |
| All | +18.9% | +140.9% | -122.0% | +20.6% |
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