+818.4%
SLB vs CCEP
+7,646.6%
-6,828.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | +5.4% | -9.6% | -5.7% |
| 30D | +1.9% | +12.8% | -10.8% | -1.8% |
| 3M | -5.7% | +10.9% | -16.6% | -8.8% |
| 6M | -5.3% | +25.6% | -31.0% | -12.0% |
| YTD | +32.2% | +31.0% | +1.2% | +21.1% |
| 1Y | +38.5% | +32.3% | +6.2% | +26.5% |
| 3Y | +1.1% | +110.5% | -109.4% | -20.0% |
| 5Y | +70.3% | +141.8% | -71.5% | +27.5% |
| 10Y | -17.3% | +341.1% | -358.4% | -46.8% |
| All | +818.4% | +7,646.6% | -6,828.2% | +232.6% |
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