+108.7%
CCEP vs SMTC
+110.0%
-1.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.0% | -9.2% | +0.3% |
| 7D | -1.0% | +22.9% | -23.9% | -2.0% |
| 30D | -1.6% | +16.6% | -18.2% | -2.6% |
| 3M | +11.9% | +2.4% | +9.5% | +11.1% |
| 6M | +7.5% | +98.3% | -90.8% | +1.3% |
| YTD | +18.7% | +120.7% | -102.0% | +10.9% |
| 1Y | +21.4% | +168.3% | -146.9% | +11.3% |
| 3Y | +89.1% | +571.7% | -482.6% | +44.9% |
| 5Y | +108.7% | +114.0% | -5.3% | +102.2% |
| All | +108.7% | +110.0% | -1.3% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling