+32.8%
SNOW vs CCEP
+182.6%
-149.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.3% |
| 7D | +2.8% | -3.1% | +5.9% | +4.0% |
| 30D | +6.4% | -2.6% | +9.0% | +7.4% |
| 3M | +38.1% | +14.9% | +23.2% | +31.2% |
| 6M | +100.4% | +2.3% | +98.1% | +97.6% |
| YTD | +53.7% | +17.8% | +35.9% | +41.5% |
| 1Y | +52.0% | +24.2% | +27.7% | +35.7% |
| 3Y | +114.7% | +84.7% | +29.9% | +52.0% |
| 5Y | +8.8% | +103.2% | -94.4% | -30.8% |
| All | +32.8% | +182.6% | -149.8% | -0.8% |
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