+182.0%
SLV vs CCEP
+336.4%
-154.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -15.6% | +11.0% | -26.6% | -16.9% |
| 3M | -23.6% | +9.2% | -32.8% | -24.7% |
| 6M | -42.6% | +27.2% | -69.7% | -44.7% |
| YTD | -30.0% | +30.3% | -60.3% | -32.8% |
| 1Y | -6.6% | +28.7% | -35.3% | -10.2% |
| 3Y | +121.8% | +109.4% | +12.4% | +97.6% |
| 5Y | +92.7% | +144.1% | -51.4% | +66.6% |
| All | +182.0% | +336.4% | -154.4% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling