+334.3%
CCEP vs SMTC
+337.3%
-3.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +5.4% | -10.9% | +16.3% | +5.9% |
| 30D | +12.8% | -39.4% | +52.2% | +16.7% |
| 3M | +10.9% | -13.5% | +24.4% | +10.1% |
| 6M | +25.6% | -6.8% | +32.5% | +21.6% |
| YTD | +31.0% | +54.0% | -23.0% | +18.7% |
| 1Y | +32.3% | +50.8% | -18.5% | +19.7% |
| 3Y | +110.5% | +677.3% | -566.8% | +32.4% |
| 5Y | +141.8% | +28.7% | +113.1% | +110.8% |
| All | +334.3% | +337.3% | -3.0% | +222.0% |
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