+379.5%
SE vs CCEP
+258.7%
+120.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.4% |
| 7D | +3.3% | +1.7% | +1.6% | +2.5% |
| 30D | -18.2% | +12.7% | -30.9% | -22.7% |
| 3M | -31.3% | +8.5% | -39.8% | -34.0% |
| 6M | -10.1% | +25.6% | -35.7% | -19.4% |
| YTD | -38.9% | +30.9% | -69.8% | -46.4% |
| 1Y | -48.0% | +32.0% | -80.0% | -54.6% |
| 3Y | +78.8% | +110.9% | -32.1% | +22.4% |
| 5Y | -77.1% | +138.5% | -215.6% | -85.3% |
| All | +379.5% | +258.7% | +120.8% | +179.8% |
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