+384.8%
SIMO vs CCEP
+301.0%
+83.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | -22.0% | +2.6% | -24.6% | -22.5% |
| 30D | -43.0% | +15.1% | -58.2% | -44.9% |
| 3M | -39.1% | +7.3% | -46.4% | -40.4% |
| 6M | -33.3% | +23.4% | -56.7% | -37.3% |
| YTD | +77.0% | +29.4% | +47.6% | +63.3% |
| 1Y | +73.0% | +34.2% | +38.8% | +57.8% |
| 3Y | +215.7% | +108.4% | +107.4% | +150.3% |
| 5Y | +155.6% | +147.3% | +8.4% | +89.6% |
| All | +384.8% | +301.0% | +83.8% | +209.1% |
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