+597.0%
SE vs CCEP
+225.3%
+371.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -0.1% | -1.6% | +1.5% | +0.6% |
| 3M | +34.1% | +11.9% | +22.3% | +27.3% |
| 6M | +23.2% | +7.5% | +15.8% | +18.9% |
| YTD | -11.2% | +18.7% | -29.9% | -18.3% |
| 1Y | -40.5% | +21.4% | -61.9% | -46.1% |
| 3Y | +196.3% | +89.1% | +107.2% | +113.5% |
| 5Y | -67.0% | +108.7% | -175.7% | -77.5% |
| All | +597.0% | +225.3% | +371.7% | +326.2% |
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