+67.8%
SAP vs CCEP
+112.6%
-44.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.5% | +1.8% | -4.2% | -3.0% |
| 30D | +7.5% | +12.2% | -4.7% | +3.8% |
| 3M | +11.6% | +10.7% | +1.0% | +8.1% |
| 6M | +37.6% | +27.5% | +10.1% | +28.4% |
| YTD | -2.0% | +31.3% | -33.3% | -9.8% |
| 1Y | -6.4% | +29.9% | -36.3% | -13.6% |
| All | +67.8% | +112.6% | -44.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling