+5,976.4%
SO vs CCEP
+6,869.6%
-893.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.3% |
| 30D | -4.6% | -2.6% | -2.0% | -4.2% |
| 3M | -3.0% | +14.9% | -18.0% | -5.3% |
| 6M | -8.3% | +2.3% | -10.5% | -8.7% |
| YTD | +3.5% | +17.8% | -14.3% | +0.6% |
| 1Y | -0.9% | +24.2% | -25.1% | -4.6% |
| 3Y | +45.4% | +84.7% | -39.4% | +31.1% |
| 5Y | +59.6% | +103.2% | -43.6% | +40.7% |
| 10Y | +156.6% | +257.4% | -100.8% | +105.7% |
| All | +5,976.4% | +6,869.6% | -893.3% | +3,071.0% |
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