+104.1%
CCEP vs SNY
+9.4%
+94.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -4.0% | -2.2% | -1.9% | -3.5% |
| 3M | +5.2% | -3.0% | +8.2% | +5.9% |
| 6M | +2.7% | +2.7% | 0.0% | +1.7% |
| YTD | +14.5% | -6.8% | +21.4% | +16.1% |
| 1Y | +17.2% | -5.3% | +22.4% | +18.1% |
| 3Y | +79.3% | -9.8% | +89.1% | +80.2% |
| All | +104.1% | +9.4% | +94.7% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling