-91.0%
SNAP vs CCEP
+148.1%
-239.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.1% | +2.6% | -9.7% | -8.3% |
| 30D | -14.6% | +15.1% | -29.8% | -20.4% |
| 3M | -5.0% | +7.3% | -12.3% | -8.4% |
| 6M | -18.8% | +23.4% | -42.2% | -27.1% |
| YTD | -38.5% | +29.4% | -67.9% | -46.9% |
| 1Y | -38.1% | +34.2% | -72.3% | -47.7% |
| 3Y | -53.8% | +108.4% | -162.1% | -72.0% |
| All | -91.0% | +148.1% | -239.1% | -95.6% |
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