+238.1%
CCEP vs SMTC
+504.7%
-266.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | -3.7% | +22.5% | -26.2% | -5.6% |
| 30D | -2.1% | +24.9% | -27.0% | -4.6% |
| 3M | +7.2% | +4.1% | +3.1% | +5.3% |
| 6M | +3.3% | +92.6% | -89.3% | -6.4% |
| YTD | +15.7% | +122.5% | -106.8% | +2.7% |
| 1Y | +16.6% | +166.2% | -149.7% | +0.5% |
| 3Y | +84.3% | +577.2% | -492.9% | +24.1% |
| 5Y | +109.0% | +119.0% | -9.9% | +72.3% |
| 10Y | +238.1% | +527.9% | -289.7% | +128.7% |
| All | +238.1% | +504.7% | -266.6% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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