+284.1%
SHW vs CCEP
+237.8%
+46.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.8% |
| 7D | -3.2% | -3.7% | +0.5% | -2.0% |
| 30D | -11.4% | -2.1% | -9.3% | -10.8% |
| 3M | +3.5% | +7.2% | -3.7% | +1.0% |
| 6M | -3.4% | +3.3% | -6.6% | -4.5% |
| YTD | -0.3% | +15.7% | -16.0% | -5.3% |
| 1Y | -10.4% | +16.6% | -27.0% | -15.2% |
| 3Y | +21.3% | +84.3% | -63.0% | -2.5% |
| 5Y | +12.9% | +109.0% | -96.2% | -14.3% |
| 10Y | +284.1% | +238.1% | +46.0% | +163.4% |
| All | +284.1% | +237.8% | +46.3% | +163.4% |
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