+455.3%
SN vs CCEP
+102.0%
+353.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.5% |
| 7D | +7.6% | +1.7% | +6.0% | +7.0% |
| 30D | +24.1% | +12.7% | +11.4% | +18.6% |
| 3M | +23.7% | +8.5% | +15.2% | +19.8% |
| 6M | +105.5% | +25.6% | +80.0% | +89.2% |
| YTD | +105.1% | +30.9% | +74.2% | +86.3% |
| 1Y | +148.3% | +32.0% | +116.3% | +124.9% |
| 3Y | +438.7% | +110.9% | +327.7% | +268.9% |
| All | +455.3% | +102.0% | +353.3% | +289.9% |
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