+16.5%
SNOW vs CCEP
+214.1%
-197.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.2% | +5.4% | -5.1% | -1.5% |
| 30D | -19.8% | +12.8% | -32.6% | -23.4% |
| 3M | -11.6% | +10.9% | -22.5% | -15.1% |
| 6M | +94.0% | +25.6% | +68.4% | +77.1% |
| YTD | +34.8% | +31.0% | +3.8% | +19.1% |
| 1Y | +10.1% | +32.3% | -22.1% | -3.2% |
| 3Y | +84.4% | +110.5% | -26.1% | +23.6% |
| 5Y | -18.1% | +141.8% | -159.9% | -50.4% |
| All | +16.5% | +214.1% | -197.6% | -16.5% |
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