+343.1%
CCEP vs SMTC
+333.2%
+9.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.7% |
| 7D | +2.1% | +11.0% | -8.9% | +1.1% |
| 30D | +10.6% | -28.5% | +39.1% | +12.8% |
| 3M | +10.3% | -14.2% | +24.5% | +9.6% |
| 6M | +31.1% | -18.0% | +49.1% | +28.9% |
| YTD | +32.1% | +55.5% | -23.4% | +19.5% |
| 1Y | +32.8% | +69.5% | -36.7% | +18.6% |
| 3Y | +111.3% | +699.7% | -588.3% | +32.3% |
| 5Y | +147.5% | +27.4% | +120.1% | +116.3% |
| All | +343.1% | +333.2% | +9.8% | +230.9% |
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