-19.5%
SAP vs CCEP
+24.3%
-43.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -2.9% | -3.1% | +0.2% | -2.3% |
| 30D | +9.0% | -2.6% | +11.6% | +9.6% |
| 3M | +14.9% | +14.9% | 0.0% | +13.2% |
| 6M | +11.9% | +2.3% | +9.6% | +11.0% |
| YTD | -9.9% | +17.8% | -27.8% | -11.6% |
| 1Y | -19.5% | +24.2% | -43.7% | -21.7% |
| All | -19.5% | +24.3% | -43.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling