+87.0%
SCHW vs CCEP
+82.6%
+4.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.8% | -5.7% | +3.0% | -1.7% |
| 30D | -0.1% | -3.4% | +3.4% | +0.6% |
| 3M | +20.6% | +5.5% | +15.1% | +19.6% |
| 6M | +15.9% | +2.2% | +13.7% | +15.6% |
| YTD | +8.5% | +14.6% | -6.1% | +5.4% |
| 1Y | +17.8% | +18.9% | -1.1% | +13.3% |
| All | +87.0% | +82.6% | +4.4% | +55.1% |
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 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