+110.3%
SIMO vs CCEP
+1.4%
+109.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.1% | +11.8% | +5.2% |
| 7D | +4.2% | -3.1% | +7.3% | +0.9% |
| 30D | +4.1% | -2.6% | +6.7% | +1.4% |
| 3M | -12.9% | +14.9% | -27.8% | +0.6% |
| 6M | +110.3% | +2.3% | +108.1% | +141.1% |
| All | +110.3% | +1.4% | +109.0% | +141.1% |
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 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