-48.0%
SMR vs CCEP
+163.9%
-211.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.9% | +1.8% | +0.2% | +1.9% |
| 30D | -21.9% | +12.2% | -34.1% | -22.5% |
| 3M | -47.1% | +10.7% | -57.8% | -47.5% |
| 6M | -60.6% | +27.5% | -88.1% | -61.5% |
| YTD | -63.1% | +31.3% | -94.4% | -64.0% |
| 1Y | -80.4% | +29.9% | -110.3% | -80.9% |
| 3Y | +150.2% | +111.1% | +39.1% | +113.3% |
| All | -48.0% | +163.9% | -211.9% | -57.4% |
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 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