+11.1%
SMR vs CCEP
+138.6%
-127.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.5% | +15.2% |
| 7D | +21.4% | -1.0% | +22.4% | +21.5% |
| 30D | +13.8% | -1.6% | +15.5% | +14.0% |
| 3M | +3.9% | +11.9% | -8.0% | +2.6% |
| 6M | -4.2% | +7.5% | -11.7% | -5.0% |
| YTD | -21.1% | +18.7% | -39.8% | -22.6% |
| 1Y | -67.1% | +21.4% | -88.5% | -68.0% |
| 3Y | +88.9% | +89.1% | -0.3% | +61.9% |
| All | +11.1% | +138.6% | -127.4% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling