+2,101.2%
SIMO vs CCEP
+1,601.3%
+499.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | -22.0% | +2.6% | -24.6% | -23.2% |
| 30D | -43.0% | +15.1% | -58.2% | -47.1% |
| 3M | -39.1% | +7.3% | -46.4% | -42.0% |
| 6M | -33.3% | +23.4% | -56.7% | -41.2% |
| YTD | +77.0% | +29.4% | +47.6% | +51.0% |
| 1Y | +73.0% | +34.2% | +38.8% | +44.9% |
| 3Y | +215.7% | +108.4% | +107.4% | +110.6% |
| 5Y | +155.6% | +147.3% | +8.4% | +52.4% |
| 10Y | +388.4% | +301.3% | +87.0% | +101.6% |
| All | +2,101.2% | +1,601.3% | +499.9% | +204.9% |
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