-90.0%
SNAP vs CCEP
+140.5%
-230.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -9.8% | +1.8% | -11.5% | -10.6% |
| 30D | -18.2% | +12.2% | -30.4% | -22.8% |
| 3M | -3.1% | +10.7% | -13.8% | -7.9% |
| 6M | -7.1% | +27.5% | -34.6% | -17.9% |
| YTD | -33.8% | +31.3% | -65.2% | -43.3% |
| 1Y | -39.0% | +29.9% | -68.9% | -47.5% |
| 3Y | -52.8% | +111.1% | -163.9% | -71.8% |
| 5Y | -90.0% | +142.3% | -232.3% | -95.1% |
| All | -90.0% | +140.5% | -230.5% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling