+589.4%
SE vs CCEP
+222.8%
+366.5%
-90.5%
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% | +0.5% |
| 7D | -6.1% | -3.1% | -3.0% | -4.8% |
| 30D | -2.5% | -2.6% | +0.1% | -1.4% |
| 3M | +21.7% | +14.9% | +6.8% | +14.0% |
| 6M | +27.0% | +2.3% | +24.7% | +25.2% |
| YTD | -12.1% | +17.8% | -30.0% | -18.9% |
| 1Y | -40.9% | +24.2% | -65.1% | -47.0% |
| 3Y | +191.0% | +84.7% | +106.3% | +112.0% |
| 5Y | -68.3% | +103.2% | -171.5% | -78.2% |
| All | +589.4% | +222.8% | +366.5% | +323.0% |
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