+9,696.7%
CCEP vs SM
+1,302.7%
+8,394.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +2.6% | -25.9% | +28.5% | +5.1% |
| 30D | +15.1% | -15.1% | +30.3% | +16.5% |
| 3M | +7.3% | +4.9% | +2.4% | +6.3% |
| 6M | +23.4% | +6.1% | +17.3% | +21.5% |
| YTD | +29.4% | +63.4% | -34.0% | +21.7% |
| 1Y | +34.2% | +72.5% | -38.2% | +25.4% |
| 3Y | +108.4% | -16.9% | +125.2% | +103.9% |
| 5Y | +147.3% | -10.6% | +157.9% | +133.0% |
| 10Y | +301.3% | +11.3% | +290.0% | +195.1% |
| All | +9,696.7% | +1,302.7% | +8,394.1% | +5,309.7% |
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 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