+108.7%
CCEP vs SSNC
+18.8%
+90.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +2.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.4% |
| 30D | -1.6% | +1.9% | -3.5% | -2.3% |
| 3M | +11.9% | +18.4% | -6.5% | +5.2% |
| 6M | +7.5% | +7.0% | +0.5% | +4.4% |
| YTD | +18.7% | -6.9% | +25.7% | +21.0% |
| 1Y | +21.4% | -8.2% | +29.6% | +24.1% |
| 3Y | +89.1% | +50.5% | +38.6% | +52.0% |
| 5Y | +108.7% | +17.4% | +91.3% | +96.5% |
| All | +108.7% | +18.8% | +90.0% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling