+2,302.0%
CCEP vs SPYG
+533.7%
+1,768.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -0.3% | +4.2% | -4.5% | -2.5% |
| 30D | +11.0% | -7.4% | +18.4% | +15.1% |
| 3M | +9.2% | -5.3% | +14.5% | +11.8% |
| 6M | +27.2% | -1.2% | +28.4% | +26.3% |
| YTD | +30.3% | +9.0% | +21.3% | +22.2% |
| 1Y | +28.7% | +8.8% | +19.9% | +20.6% |
| 3Y | +109.4% | +92.8% | +16.6% | +36.8% |
| 5Y | +144.1% | +69.3% | +74.8% | +69.6% |
| 10Y | +332.0% | +398.4% | -66.4% | +59.3% |
| All | +2,302.0% | +533.7% | +1,768.3% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling