+230.1%
CCEP vs SNY
+64.5%
+165.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.8% | -3.3% | +0.5% | -1.8% |
| 30D | -4.0% | -2.2% | -1.9% | -3.4% |
| 3M | +5.2% | -3.0% | +8.2% | +6.0% |
| 6M | +2.7% | +2.7% | 0.0% | +1.4% |
| YTD | +14.5% | -6.8% | +21.4% | +16.6% |
| 1Y | +17.2% | -5.3% | +22.4% | +18.3% |
| 3Y | +79.3% | -9.8% | +89.1% | +79.5% |
| 5Y | +106.8% | +9.7% | +97.1% | +87.1% |
| All | +230.1% | +64.5% | +165.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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