+6,869.6%
CCEP vs SONY
+543.6%
+6,326.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -2.6% | +9.4% | -12.0% | -4.6% |
| 3M | +14.9% | +10.5% | +4.5% | +12.1% |
| 6M | +2.3% | +11.7% | -9.4% | -0.7% |
| YTD | +17.8% | -4.1% | +21.9% | +18.2% |
| 1Y | +24.2% | -11.8% | +36.0% | +26.6% |
| 3Y | +84.7% | +45.9% | +38.8% | +64.9% |
| 5Y | +103.2% | +16.3% | +86.9% | +89.0% |
| 10Y | +257.4% | +297.6% | -40.2% | +146.1% |
| All | +6,869.6% | +543.6% | +6,326.1% | +3,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling