+343.1%
CCEP vs SPG
+113.9%
+229.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.1% | +2.0% | +0.1% | +1.4% |
| 30D | +10.6% | +17.2% | -6.7% | +5.1% |
| 3M | +10.3% | +6.3% | +4.0% | +8.2% |
| 6M | +31.1% | +18.7% | +12.4% | +24.0% |
| YTD | +32.1% | +30.1% | +2.0% | +21.3% |
| 1Y | +32.8% | +32.8% | +0.1% | +21.1% |
| 3Y | +111.3% | +133.6% | -22.2% | +57.6% |
| 5Y | +147.5% | +84.4% | +63.1% | +95.9% |
| All | +343.1% | +113.9% | +229.1% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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