-80.4%
SMR vs CCEP
+31.1%
-111.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | +1.9% | +1.8% | +0.2% | +2.8% |
| 30D | -21.9% | +12.2% | -34.1% | -18.3% |
| 3M | -47.1% | +10.7% | -57.8% | -44.8% |
| 6M | -60.6% | +27.5% | -88.1% | -56.6% |
| YTD | -63.1% | +31.3% | -94.4% | -53.8% |
| 1Y | -80.4% | +29.9% | -110.3% | -75.2% |
| All | -80.4% | +31.1% | -111.6% | -75.2% |
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