+239.3%
SLV vs CCEP
+1,776.6%
-1,537.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +5.1% | +2.6% | +2.5% | +4.6% |
| 30D | -12.9% | +15.1% | -28.1% | -15.1% |
| 3M | -16.1% | +7.3% | -23.4% | -17.3% |
| 6M | -33.2% | +23.4% | -56.6% | -35.9% |
| YTD | -27.2% | +29.4% | -56.6% | -30.8% |
| 1Y | +7.6% | +34.2% | -26.6% | +1.7% |
| 3Y | +122.3% | +108.4% | +14.0% | +93.2% |
| 5Y | +109.7% | +147.3% | -37.5% | +74.9% |
| 10Y | +168.4% | +301.3% | -132.9% | +98.3% |
| All | +239.3% | +1,776.6% | -1,537.2% | +42.6% |
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