+302.3%
CCEP vs SM
+4.9%
+297.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +1.7% | -22.3% | +23.9% | +3.2% |
| 30D | +12.7% | -21.4% | +34.1% | +14.3% |
| 3M | +8.5% | +1.4% | +7.1% | +7.9% |
| 6M | +25.6% | +0.1% | +25.5% | +24.6% |
| YTD | +30.9% | +59.0% | -28.0% | +24.8% |
| 1Y | +32.0% | +64.3% | -32.4% | +25.4% |
| 3Y | +110.9% | -13.1% | +124.1% | +106.6% |
| 5Y | +138.5% | -13.9% | +152.3% | +127.9% |
| 10Y | +302.3% | +1.7% | +300.6% | +182.7% |
| All | +302.3% | +4.9% | +297.4% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling