+87.9%
CCEP vs SPG
+111.2%
-23.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | -2.6% | -6.8% | +4.2% | -0.8% |
| 3M | +14.9% | +2.7% | +12.3% | +14.2% |
| 6M | +2.3% | +5.5% | -3.2% | +0.9% |
| YTD | +17.8% | +15.7% | +2.1% | +13.9% |
| 1Y | +24.2% | +20.9% | +3.3% | +18.9% |
| All | +87.9% | +111.2% | -23.3% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling