+108.4%
CCEP vs SWK
+46.0%
+62.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +2.6% | +11.0% | -8.5% | +1.5% |
| 30D | +15.1% | +30.1% | -14.9% | +12.4% |
| 3M | +7.3% | +14.7% | -7.4% | +5.8% |
| 6M | +23.4% | +44.5% | -21.1% | +19.1% |
| YTD | +29.4% | +59.4% | -30.0% | +23.5% |
| 1Y | +34.2% | +77.5% | -43.3% | +27.0% |
| 3Y | +108.4% | +49.5% | +58.9% | +99.1% |
| All | +108.4% | +46.0% | +62.4% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling