+107.2%
CCEP vs SM
+107.8%
-0.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -3.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.6% | +26.3% | -28.9% | -3.3% |
| 3M | +14.9% | +8.7% | +6.3% | +14.6% |
| 6M | +2.3% | +51.7% | -49.4% | +0.1% |
| YTD | +17.8% | +99.0% | -81.2% | +13.5% |
| 1Y | +24.2% | +34.6% | -10.4% | +22.0% |
| 3Y | +84.7% | -7.8% | +92.5% | +83.0% |
| All | +107.2% | +107.8% | -0.6% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling