-73.1%
SMR vs CCEP
+24.3%
-97.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -2.0% |
| 7D | +4.4% | -3.1% | +7.5% | +2.8% |
| 30D | +3.4% | -2.6% | +6.0% | +2.2% |
| 3M | -19.2% | +14.9% | -34.1% | -12.2% |
| 6M | -22.6% | +2.3% | -24.9% | -25.7% |
| YTD | -31.5% | +17.8% | -49.4% | -17.6% |
| 1Y | -73.1% | +24.2% | -97.3% | -65.4% |
| All | -73.1% | +24.3% | -97.3% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling