+254.7%
CCEP vs SWK
+2.4%
+252.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -3.1% | -0.4% | -2.6% | -3.0% |
| 30D | -2.6% | -5.7% | +3.1% | -1.2% |
| 3M | +14.9% | +24.1% | -9.1% | +8.2% |
| 6M | +2.3% | +24.7% | -22.5% | -4.2% |
| YTD | +17.8% | +33.9% | -16.1% | +7.9% |
| 1Y | +24.2% | +34.7% | -10.5% | +12.9% |
| 3Y | +84.7% | +15.3% | +69.5% | +68.1% |
| 5Y | +103.2% | -39.3% | +142.5% | +123.7% |
| All | +254.7% | +2.4% | +252.3% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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