+1,065.3%
CCEP vs SSNC
+1,082.2%
-16.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -2.6% | +6.0% | -8.6% | -4.4% |
| 3M | +14.9% | +21.0% | -6.0% | +7.7% |
| 6M | +2.3% | +12.1% | -9.8% | -2.1% |
| YTD | +17.8% | -3.2% | +21.1% | +17.8% |
| 1Y | +24.2% | -4.4% | +28.6% | +24.5% |
| 3Y | +84.7% | +51.6% | +33.1% | +56.8% |
| 5Y | +103.2% | +21.1% | +82.1% | +84.0% |
| 10Y | +257.4% | +177.7% | +79.7% | +145.1% |
| All | +1,065.3% | +1,082.2% | -16.9% | +389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling