+18.6%
SNOW vs CCEP
+214.9%
-196.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +3.7% | +1.8% | +1.9% | +3.1% |
| 30D | -16.4% | +12.2% | -28.6% | -20.0% |
| 3M | -9.9% | +10.7% | -20.5% | -13.3% |
| 6M | +98.8% | +27.5% | +71.3% | +80.4% |
| YTD | +37.3% | +31.3% | +6.0% | +21.2% |
| 1Y | +11.0% | +29.9% | -18.9% | -1.5% |
| 3Y | +87.8% | +111.1% | -23.3% | +25.8% |
| 5Y | -18.4% | +142.3% | -160.7% | -50.6% |
| All | +18.6% | +214.9% | -196.3% | -15.0% |
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