-15.6%
SNPS vs CCEP
+85.5%
-101.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.9% |
| 7D | -11.0% | -3.1% | -8.0% | -10.5% |
| 30D | -1.7% | -2.6% | +0.9% | -1.3% |
| 3M | -20.4% | +14.9% | -35.3% | -22.7% |
| 6M | -8.6% | +2.3% | -10.9% | -9.3% |
| YTD | -16.2% | +17.8% | -34.0% | -19.9% |
| 1Y | -34.6% | +24.2% | -58.8% | -38.1% |
| All | -15.6% | +85.5% | -101.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling