+8,312.5%
CCEP vs SPG
+5,805.1%
+2,507.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +2.6% | +4.9% | -2.3% | +1.3% |
| 30D | +15.1% | +15.6% | -0.5% | +10.7% |
| 3M | +7.3% | +4.1% | +3.2% | +6.1% |
| 6M | +23.4% | +13.6% | +9.8% | +19.2% |
| YTD | +29.4% | +27.5% | +1.9% | +21.1% |
| 1Y | +34.2% | +32.2% | +2.0% | +24.4% |
| 3Y | +108.4% | +126.0% | -17.7% | +64.8% |
| 5Y | +147.3% | +74.7% | +72.5% | +107.2% |
| 10Y | +301.3% | +112.8% | +188.5% | +191.6% |
| All | +8,312.5% | +5,805.1% | +2,507.4% | +2,336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling