-79.6%
SNAP vs CCEP
+344.0%
-423.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -10.6% | +5.4% | -15.9% | -12.6% |
| 30D | -19.7% | +12.8% | -32.5% | -24.1% |
| 3M | -6.5% | +10.9% | -17.4% | -10.9% |
| 6M | -17.8% | +25.6% | -43.4% | -26.0% |
| YTD | -38.0% | +31.0% | -69.0% | -45.9% |
| 1Y | -42.5% | +32.3% | -74.7% | -50.0% |
| 3Y | -55.8% | +110.5% | -166.4% | -69.9% |
| 5Y | -90.5% | +141.8% | -232.4% | -94.0% |
| All | -79.6% | +344.0% | -423.6% | -92.3% |
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 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