+230.4%
CCEP vs SPYG
+420.3%
-189.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -5.7% | -1.8% | -3.9% | -4.8% |
| 30D | -3.4% | -1.9% | -1.5% | -2.5% |
| 3M | +5.5% | +5.2% | +0.4% | +2.3% |
| 6M | +2.2% | +15.6% | -13.3% | -6.2% |
| YTD | +14.6% | +12.4% | +2.2% | +6.6% |
| 1Y | +18.9% | +17.5% | +1.5% | +7.4% |
| 3Y | +82.6% | +98.1% | -15.5% | +15.7% |
| 5Y | +107.0% | +84.9% | +22.1% | +34.9% |
| All | +230.4% | +420.3% | -189.9% | +3.8% |
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