-78.0%
SE vs CCEP
+147.2%
-225.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.2% |
| 7D | -0.5% | +2.1% | -2.6% | -1.8% |
| 30D | -20.9% | +10.6% | -31.5% | -26.4% |
| 3M | -38.9% | +10.3% | -49.2% | -43.1% |
| 6M | -19.4% | +31.1% | -50.5% | -33.8% |
| YTD | -40.9% | +32.1% | -73.1% | -52.0% |
| 1Y | -46.2% | +32.8% | -79.0% | -56.6% |
| 3Y | +63.7% | +111.3% | -47.6% | -18.2% |
| All | -78.0% | +147.2% | -225.2% | -91.2% |
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 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