-29.6%
SIMO vs CCEP
+26.8%
-56.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +9.1% |
| 7D | +0.9% | +1.8% | -0.8% | +4.2% |
| 30D | -25.4% | +12.2% | -37.6% | -8.0% |
| 3M | -17.8% | +10.7% | -28.4% | +0.9% |
| 6M | -29.6% | +27.5% | -57.0% | +3.8% |
| All | -29.6% | +26.8% | -56.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling