+148.3%
CCEP vs SITM
+73.6%
+74.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.6% |
| 7D | +2.1% | +6.6% | -4.5% | +1.9% |
| 30D | +10.6% | -15.3% | +25.9% | +11.0% |
| 3M | +10.3% | -35.4% | +45.7% | +11.7% |
| 6M | +31.1% | -46.8% | +77.9% | +33.4% |
| YTD | +32.1% | +25.9% | +6.3% | +27.0% |
| 1Y | +32.8% | +54.0% | -21.2% | +25.9% |
| 3Y | +111.3% | +315.6% | -204.2% | +75.2% |
| All | +148.3% | +73.6% | +74.7% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling