+108.4%
CCEP vs SMTC
+597.8%
-489.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.7% | -0.7% |
| 7D | +2.6% | -19.0% | +21.5% | +2.3% |
| 30D | +15.1% | -46.7% | +61.9% | +14.5% |
| 3M | +7.3% | -23.4% | +30.7% | +6.8% |
| 6M | +23.4% | -13.4% | +36.8% | +22.2% |
| YTD | +29.4% | +40.1% | -10.7% | +27.0% |
| 1Y | +34.2% | +47.7% | -13.4% | +31.6% |
| 3Y | +108.4% | +606.9% | -498.6% | +90.4% |
| All | +108.4% | +597.8% | -489.5% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling