+247.0%
CCEP vs SPY
+314.4%
-67.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.4% |
| 30D | -1.6% | -0.9% | -0.7% | -1.0% |
| 3M | +11.9% | +3.9% | +8.0% | +8.6% |
| 6M | +7.5% | +14.5% | -7.1% | -2.9% |
| YTD | +18.7% | +12.9% | +5.8% | +8.2% |
| 1Y | +21.4% | +19.4% | +2.0% | +5.9% |
| 3Y | +89.1% | +78.5% | +10.7% | +17.2% |
| 5Y | +108.7% | +81.8% | +27.0% | +26.4% |
| All | +247.0% | +314.4% | -67.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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