+2,233.8%
SAP vs CCEP
+4,328.8%
-2,095.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | +9.0% | -2.6% | +11.6% | +9.8% |
| 3M | +14.9% | +14.9% | 0.0% | +10.2% |
| 6M | +11.9% | +2.3% | +9.6% | +10.8% |
| YTD | -9.9% | +17.8% | -27.8% | -14.7% |
| 1Y | -19.5% | +24.2% | -43.7% | -25.2% |
| 3Y | +61.8% | +84.7% | -22.9% | +32.5% |
| 5Y | +56.2% | +103.2% | -47.0% | +23.5% |
| 10Y | +180.6% | +257.4% | -76.8% | +81.6% |
| All | +2,233.8% | +4,328.8% | -2,095.1% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling