+238.1%
CCEP vs SONY
+276.5%
-38.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.7% | -4.9% | +1.2% | -2.4% |
| 30D | -2.1% | -1.6% | -0.5% | -1.7% |
| 3M | +7.2% | +10.0% | -2.8% | +4.3% |
| 6M | +3.3% | +8.4% | -5.1% | +0.6% |
| YTD | +15.7% | -8.4% | +24.1% | +17.5% |
| 1Y | +16.6% | -18.4% | +34.9% | +21.6% |
| 3Y | +84.3% | +41.0% | +43.3% | +61.3% |
| 5Y | +109.0% | +9.3% | +99.7% | +93.2% |
| 10Y | +238.1% | +281.7% | -43.5% | +121.9% |
| All | +238.1% | +276.5% | -38.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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