+75.4%
SOUN vs CCEP
+113.9%
-38.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.5% |
| 7D | -15.1% | +2.1% | -17.2% | -15.7% |
| 30D | -23.0% | +10.6% | -33.5% | -25.8% |
| 3M | -53.3% | +10.3% | -63.7% | -55.1% |
| 6M | -58.6% | +31.1% | -89.6% | -63.1% |
| YTD | -65.0% | +32.1% | -97.1% | -69.3% |
| 1Y | -71.4% | +32.8% | -104.3% | -75.1% |
| 3Y | +75.4% | +111.3% | -36.0% | -18.4% |
| All | +75.4% | +113.9% | -38.5% | -18.4% |
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