-77.7%
SNAP vs CCEP
+299.5%
-377.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.7% |
| 7D | +0.7% | -3.1% | +3.8% | +2.1% |
| 30D | +2.6% | -2.6% | +5.2% | +3.9% |
| 3M | -9.9% | +14.9% | -24.8% | -15.4% |
| 6M | +1.9% | +2.3% | -0.4% | +0.4% |
| YTD | -32.2% | +17.8% | -50.1% | -37.8% |
| 1Y | -22.8% | +24.2% | -47.1% | -31.3% |
| 3Y | -47.6% | +84.7% | -132.3% | -62.1% |
| 5Y | -92.7% | +103.2% | -195.9% | -95.0% |
| All | -77.7% | +299.5% | -377.1% | -91.2% |
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