+2.3%
CCEP vs SITM
+49.4%
-47.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -2.3% |
| 3M | +14.9% | -13.4% | +28.4% | +15.1% |
| 6M | +2.3% | +59.6% | -57.4% | -7.7% |
| All | +2.3% | +49.4% | -47.1% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling