+89.1%
CCEP vs SITM
+409.8%
-320.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.7% |
| 7D | -1.0% | +8.4% | -9.3% | -1.0% |
| 30D | -1.6% | -17.4% | +15.8% | -1.6% |
| 3M | +11.9% | -9.8% | +21.7% | +11.9% |
| 6M | +7.5% | +83.0% | -75.5% | +6.2% |
| YTD | +18.7% | +69.6% | -50.9% | +17.5% |
| 1Y | +21.4% | +144.9% | -123.5% | +19.4% |
| 3Y | +89.1% | +429.9% | -340.7% | +77.7% |
| All | +89.1% | +409.8% | -320.7% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling