+238.1%
CCEP vs SSNC
+162.7%
+75.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.7% | -3.9% | +0.2% | -2.4% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +7.2% | +15.9% | -8.7% | +1.3% |
| 6M | +3.3% | +7.5% | -4.2% | 0.0% |
| YTD | +15.7% | -8.2% | +23.9% | +17.9% |
| 1Y | +16.6% | -9.3% | +25.9% | +19.1% |
| 3Y | +84.3% | +48.5% | +35.8% | +53.6% |
| 5Y | +109.0% | +16.0% | +93.0% | +89.3% |
| 10Y | +238.1% | +169.2% | +69.0% | +130.9% |
| All | +238.1% | +162.7% | +75.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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