-78.5%
SNAP vs CCEP
+347.9%
-426.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +6.0% | +2.1% | +3.9% | +5.1% |
| 30D | -13.8% | +10.6% | -24.4% | -17.7% |
| 3M | -0.8% | +10.3% | -11.1% | -5.1% |
| 6M | -6.2% | +31.1% | -37.3% | -17.2% |
| YTD | -34.8% | +32.1% | -66.9% | -43.3% |
| 1Y | -38.7% | +32.8% | -71.5% | -46.8% |
| 3Y | -53.5% | +111.3% | -164.8% | -68.3% |
| 5Y | -90.2% | +147.5% | -237.7% | -93.9% |
| All | -78.5% | +347.9% | -426.4% | -92.0% |
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