+228.7%
SMH vs CCEP
+112.6%
+116.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.8% |
| 7D | +0.5% | +1.8% | -1.2% | +0.7% |
| 30D | -14.2% | +12.2% | -26.4% | -13.6% |
| 3M | -11.5% | +10.7% | -22.2% | -10.9% |
| 6M | -12.0% | +27.5% | -39.5% | -12.5% |
| YTD | +40.8% | +31.3% | +9.4% | +40.2% |
| 1Y | +44.9% | +29.9% | +15.0% | +44.5% |
| All | +228.7% | +112.6% | +116.1% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling