+6,869.6%
CCEP vs SMTC
+62,999.7%
-56,130.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.2% | -12.3% | -3.7% |
| 7D | -3.1% | +12.7% | -15.8% | -3.9% |
| 30D | -2.6% | +22.0% | -24.6% | -4.2% |
| 3M | +14.9% | -12.7% | +27.6% | +14.8% |
| 6M | +2.3% | +64.8% | -62.5% | -2.7% |
| YTD | +17.8% | +100.7% | -82.8% | +10.4% |
| 1Y | +24.2% | +146.9% | -122.7% | +14.3% |
| 3Y | +84.7% | +456.8% | -372.1% | +53.7% |
| 5Y | +103.2% | +89.2% | +14.0% | +80.4% |
| 10Y | +257.4% | +426.9% | -169.5% | +192.2% |
| All | +6,869.6% | +62,999.7% | -56,130.1% | +4,035.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling