+21.4%
CCEP vs SPG
+22.1%
-0.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.6% | -4.9% | +3.3% | +0.6% |
| 3M | +11.9% | +3.3% | +8.6% | +10.1% |
| 6M | +7.5% | +11.2% | -3.8% | +2.6% |
| YTD | +18.7% | +17.1% | +1.7% | +12.1% |
| 1Y | +21.4% | +21.6% | -0.2% | +13.1% |
| All | +21.4% | +22.1% | -0.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling