+111.3%
CCEP vs SM
-3.9%
+115.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | +9.4% | -7.3% | +2.3% |
| 30D | +10.6% | -14.4% | +24.9% | +10.3% |
| 3M | +10.3% | +1.6% | +8.8% | +10.3% |
| 6M | +31.1% | +6.3% | +24.7% | +31.2% |
| YTD | +32.1% | +78.8% | -46.7% | +29.5% |
| 1Y | +32.8% | +83.1% | -50.3% | +30.1% |
| 3Y | +111.3% | -5.9% | +117.2% | +111.3% |
| All | +111.3% | -3.9% | +115.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling