+5,491.2%
SNPS vs CCEP
+8,757.7%
-3,266.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -5.2% |
| 7D | -10.2% | +5.7% | -15.9% | -11.3% |
| 30D | -12.8% | +15.3% | -28.2% | -15.7% |
| 3M | +9.9% | +8.0% | +1.8% | +7.6% |
| 6M | -12.4% | +26.7% | -39.1% | -17.3% |
| YTD | -6.3% | +30.7% | -37.0% | -12.5% |
| 1Y | +7.6% | +36.5% | -28.9% | -0.6% |
| 3Y | -9.8% | +111.1% | -120.9% | -24.5% |
| 5Y | +29.2% | +149.7% | -120.5% | +3.9% |
| 10Y | +663.8% | +305.3% | +358.4% | +445.0% |
| All | +5,491.2% | +8,757.7% | -3,266.5% | +2,260.8% |
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