+89.1%
CCEP vs SPXS
-80.2%
+169.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.9% |
| 7D | -1.0% | -1.5% | +0.6% | -1.1% |
| 30D | -1.6% | +3.7% | -5.3% | -1.3% |
| 3M | +11.9% | -9.6% | +21.5% | +11.0% |
| 6M | +7.5% | -32.4% | +39.8% | +3.7% |
| YTD | +18.7% | -28.7% | +47.4% | +15.2% |
| 1Y | +21.4% | -38.1% | +59.5% | +16.2% |
| 3Y | +89.1% | -80.1% | +169.2% | +56.8% |
| All | +89.1% | -80.2% | +169.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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