+7,667.7%
CCEP vs SONY
+594.1%
+7,073.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.8% | +2.1% | -0.3% | +1.2% |
| 30D | +12.2% | +9.2% | +3.0% | +10.0% |
| 3M | +10.7% | +12.2% | -1.5% | +7.8% |
| 6M | +27.5% | +24.4% | +3.1% | +20.8% |
| YTD | +31.3% | +3.5% | +27.9% | +29.5% |
| 1Y | +29.9% | -9.2% | +39.1% | +31.7% |
| 3Y | +111.1% | +55.6% | +55.5% | +86.0% |
| 5Y | +142.3% | +12.0% | +130.4% | +127.5% |
| 10Y | +335.5% | +363.7% | -28.2% | +189.8% |
| All | +7,667.7% | +594.1% | +7,073.6% | +3,799.5% |
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