-13.6%
SOUN vs CCEP
+132.7%
-146.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.5% |
| 7D | -4.4% | -3.7% | -0.8% | -3.2% |
| 30D | -13.1% | -2.1% | -11.1% | -12.6% |
| 3M | -7.7% | +7.2% | -14.9% | -10.2% |
| 6M | -21.2% | +3.3% | -24.4% | -22.2% |
| YTD | -35.0% | +15.7% | -50.7% | -39.2% |
| 1Y | -56.4% | +16.6% | -72.9% | -59.6% |
| 3Y | +181.7% | +84.3% | +97.5% | +102.8% |
| All | -13.6% | +132.7% | -146.3% | -43.1% |
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