+20,418.4%
SHW vs CCEP
+6,869.6%
+13,548.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | -3.2% | -3.1% | -0.2% | -2.5% |
| 30D | -9.5% | -2.6% | -6.9% | -9.0% |
| 3M | +11.5% | +14.9% | -3.5% | +7.9% |
| 6M | -3.5% | +2.3% | -5.8% | -4.0% |
| YTD | +3.7% | +17.8% | -14.1% | -0.2% |
| 1Y | -7.9% | +24.2% | -32.1% | -12.5% |
| 3Y | +24.7% | +84.7% | -60.0% | +7.7% |
| 5Y | +13.6% | +103.2% | -89.6% | -4.7% |
| 10Y | +283.0% | +257.4% | +25.6% | +177.6% |
| All | +20,418.4% | +6,869.6% | +13,548.8% | +7,425.4% |
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 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