+2,595.5%
SHEL vs CCEP
+7,667.7%
-5,072.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.9% | +1.8% | -5.7% | -4.4% |
| 30D | -3.7% | +12.2% | -15.8% | -6.6% |
| 3M | +9.1% | +10.7% | -1.6% | +6.0% |
| 6M | +16.7% | +27.5% | -10.8% | +9.0% |
| YTD | +36.8% | +31.3% | +5.5% | +26.4% |
| 1Y | +31.8% | +29.9% | +1.9% | +22.0% |
| 3Y | +67.9% | +111.1% | -43.2% | +36.0% |
| 5Y | +163.3% | +142.3% | +21.0% | +103.3% |
| 10Y | +210.7% | +335.5% | -124.8% | +107.4% |
| All | +2,595.5% | +7,667.7% | -5,072.2% | +1,002.0% |
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