+8,821.9%
CCEP vs SM
+1,608.3%
+7,213.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.6% | +26.3% | -28.9% | -4.7% |
| 3M | +14.9% | +8.7% | +6.3% | +13.5% |
| 6M | +2.3% | +51.7% | -49.4% | -2.6% |
| YTD | +17.8% | +99.0% | -81.2% | +9.3% |
| 1Y | +24.2% | +34.6% | -10.4% | +19.0% |
| 3Y | +84.7% | -7.8% | +92.5% | +79.6% |
| 5Y | +103.2% | +104.8% | -1.6% | +77.2% |
| 10Y | +257.4% | +7.2% | +250.1% | +165.0% |
| All | +8,821.9% | +1,608.3% | +7,213.6% | +4,760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling