+56.4%
SAP vs CCEP
+105.1%
-48.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.6% |
| 30D | +9.0% | -2.6% | +11.6% | +10.1% |
| 3M | +14.9% | +14.9% | 0.0% | +8.2% |
| 6M | +11.9% | +2.3% | +9.6% | +10.5% |
| YTD | -9.9% | +17.8% | -27.8% | -16.9% |
| 1Y | -19.5% | +24.2% | -43.7% | -27.9% |
| 3Y | +61.8% | +84.7% | -22.9% | +15.8% |
| All | +56.4% | +105.1% | -48.7% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling