+439.5%
SN vs CCEP
+99.7%
+339.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +7.2% | +2.6% | +4.6% | +6.2% |
| 30D | +20.4% | +15.1% | +5.3% | +14.2% |
| 3M | +23.9% | +7.3% | +16.6% | +20.5% |
| 6M | +93.0% | +23.4% | +69.6% | +78.8% |
| YTD | +99.2% | +29.4% | +69.8% | +81.8% |
| 1Y | +142.6% | +34.2% | +108.4% | +118.7% |
| 3Y | +398.8% | +108.4% | +290.4% | +243.5% |
| All | +439.5% | +99.7% | +339.8% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling