+6,352.9%
SO vs CCEP
+7,642.7%
-1,289.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.1% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | +8.6% | +12.7% | -4.1% | +6.5% |
| 3M | +1.8% | +8.5% | -6.7% | +0.4% |
| 6M | +3.6% | +25.6% | -21.9% | -0.2% |
| YTD | +9.9% | +30.9% | -21.0% | +5.0% |
| 1Y | +5.7% | +32.0% | -26.3% | +0.8% |
| 3Y | +52.5% | +110.9% | -58.4% | +34.7% |
| 5Y | +77.3% | +138.5% | -61.1% | +52.4% |
| 10Y | +186.8% | +302.3% | -115.5% | +125.7% |
| All | +6,352.9% | +7,642.7% | -1,289.8% | +3,209.8% |
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