+336.9%
CCEP vs SPYG
+397.7%
-60.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.3% | +4.2% | -4.5% | -2.3% |
| 30D | +11.0% | -7.4% | +18.4% | +14.8% |
| 3M | +9.2% | -5.3% | +14.5% | +11.6% |
| 6M | +27.2% | -1.2% | +28.4% | +26.3% |
| YTD | +30.3% | +9.0% | +21.3% | +22.4% |
| 1Y | +28.7% | +8.8% | +19.9% | +20.8% |
| 3Y | +109.4% | +92.8% | +16.6% | +34.1% |
| 5Y | +144.1% | +69.3% | +74.8% | +67.9% |
| All | +336.9% | +397.7% | -60.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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