+9,005.9%
CCEP vs SPY
+3,091.8%
+5,914.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.6% | +0.1% | -2.6% | -2.7% |
| 3M | +14.9% | +2.0% | +12.9% | +12.9% |
| 6M | +2.3% | +13.0% | -10.8% | -6.6% |
| YTD | +17.8% | +13.5% | +4.3% | +7.1% |
| 1Y | +24.2% | +20.0% | +4.2% | +8.2% |
| 3Y | +84.7% | +77.2% | +7.5% | +18.6% |
| 5Y | +103.2% | +81.9% | +21.3% | +27.3% |
| 10Y | +257.4% | +314.1% | -56.7% | +24.1% |
| All | +9,005.9% | +3,091.8% | +5,914.1% | +562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling