+9,898.7%
CCEP vs SPY
+2,954.7%
+6,944.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +2.6% | -2.7% | +5.3% | +4.4% |
| 30D | +15.1% | -5.4% | +20.5% | +19.4% |
| 3M | +7.3% | -4.1% | +11.4% | +10.1% |
| 6M | +23.4% | +0.7% | +22.7% | +21.9% |
| YTD | +29.4% | +8.7% | +20.7% | +20.9% |
| 1Y | +34.2% | +10.9% | +23.4% | +23.5% |
| 3Y | +108.4% | +75.0% | +33.4% | +34.5% |
| 5Y | +147.3% | +67.8% | +79.5% | +63.6% |
| 10Y | +301.3% | +312.9% | -11.5% | +39.1% |
| All | +9,898.7% | +2,954.7% | +6,944.0% | +648.1% |
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