+192.9%
SO vs CCEP
+336.4%
-143.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +4.9% | +11.0% | -6.0% | +1.7% |
| 3M | +0.8% | +9.2% | -8.4% | -2.0% |
| 6M | +0.6% | +27.2% | -26.6% | -6.8% |
| YTD | +8.7% | +30.3% | -21.6% | -0.4% |
| 1Y | +4.0% | +28.7% | -24.7% | -4.4% |
| 3Y | +50.6% | +109.4% | -58.8% | +18.1% |
| 5Y | +77.5% | +144.1% | -66.6% | +30.5% |
| All | +192.9% | +336.4% | -143.6% | +86.2% |
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