+207.4%
SHEL vs CCEP
+236.5%
-29.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +3.9% | -5.7% | +9.7% | +6.4% |
| 30D | +7.0% | -3.4% | +10.4% | +8.3% |
| 3M | +12.5% | +5.5% | +7.0% | +9.4% |
| 6M | +14.8% | +2.2% | +12.5% | +12.5% |
| YTD | +34.2% | +14.6% | +19.5% | +24.8% |
| 1Y | +37.0% | +18.9% | +18.1% | +25.0% |
| 3Y | +70.9% | +82.6% | -11.7% | +26.0% |
| 5Y | +192.5% | +107.0% | +85.6% | +98.3% |
| All | +207.4% | +236.5% | -29.1% | +79.0% |
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 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