+108.7%
CCEP vs SONY
+11.4%
+97.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.7% |
| 7D | -1.0% | -5.2% | +4.2% | +0.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.7% |
| 3M | +11.9% | +6.2% | +5.6% | +10.0% |
| 6M | +7.5% | +9.5% | -2.1% | +4.6% |
| YTD | +18.7% | -8.1% | +26.8% | +20.4% |
| 1Y | +21.4% | -17.9% | +39.3% | +26.1% |
| 3Y | +89.1% | +41.5% | +47.6% | +65.1% |
| 5Y | +108.7% | +11.8% | +96.9% | +89.3% |
| All | +108.7% | +11.4% | +97.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling