-79.7%
SNAP vs CCEP
+338.7%
-418.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.1% | +2.6% | -9.7% | -8.2% |
| 30D | -14.6% | +15.1% | -29.8% | -20.0% |
| 3M | -5.0% | +7.3% | -12.3% | -8.1% |
| 6M | -18.8% | +23.4% | -42.2% | -26.4% |
| YTD | -38.5% | +29.4% | -67.9% | -46.0% |
| 1Y | -38.1% | +34.2% | -72.3% | -46.6% |
| 3Y | -53.8% | +108.4% | -162.1% | -68.4% |
| 5Y | -90.7% | +147.3% | -237.9% | -94.2% |
| All | -79.7% | +338.7% | -418.4% | -92.4% |
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