+214.8%
SAP vs CCEP
+301.0%
-86.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.8% |
| 7D | -0.7% | +2.6% | -3.2% | -1.6% |
| 30D | +11.1% | +15.1% | -4.0% | +5.4% |
| 3M | +17.0% | +7.3% | +9.8% | +13.9% |
| 6M | +34.8% | +23.4% | +11.4% | +24.4% |
| YTD | -2.2% | +29.4% | -31.6% | -11.8% |
| 1Y | -6.4% | +34.2% | -40.7% | -16.8% |
| 3Y | +75.1% | +108.4% | -33.2% | +30.2% |
| 5Y | +69.8% | +147.3% | -77.4% | +17.0% |
| All | +214.8% | +301.0% | -86.2% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling