-68.5%
SMR vs CCEP
+17.4%
-85.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -4.5% |
| 7D | +13.1% | -3.7% | +16.7% | +10.9% |
| 30D | +17.8% | -2.1% | +19.8% | +16.7% |
| 3M | +8.1% | +7.2% | +0.9% | +13.2% |
| 6M | -11.1% | +3.3% | -14.4% | -12.4% |
| YTD | -23.7% | +15.7% | -39.4% | -7.3% |
| All | -68.5% | +17.4% | -85.9% | -58.6% |
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 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