+415.5%
SIMO vs CCEP
+85.5%
+330.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.1% | +11.8% | +8.2% |
| 7D | +4.2% | -3.1% | +7.3% | +3.7% |
| 30D | +4.1% | -2.6% | +6.7% | +3.7% |
| 3M | -12.9% | +14.9% | -27.8% | -12.4% |
| 6M | +110.3% | +2.3% | +108.1% | +113.9% |
| YTD | +178.6% | +17.8% | +160.7% | +178.3% |
| 1Y | +220.0% | +24.2% | +195.8% | +214.1% |
| All | +415.5% | +85.5% | +330.0% | +345.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling