+319.5%
SN vs CCEP
+81.9%
+237.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | -9.3% | -3.1% | -6.3% | -8.4% |
| 30D | -4.8% | -2.6% | -2.2% | -4.0% |
| 3M | +40.4% | +14.9% | +25.5% | +33.8% |
| 6M | +50.9% | +2.3% | +48.7% | +49.0% |
| YTD | +54.9% | +17.8% | +37.1% | +46.4% |
| 1Y | +43.0% | +24.2% | +18.8% | +32.4% |
| 3Y | +391.8% | +84.7% | +307.1% | +256.9% |
| All | +319.5% | +81.9% | +237.7% | +206.4% |
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