+31.7%
SPGI vs CCEP
+109.7%
-78.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.6% |
| 30D | +18.4% | +15.1% | +3.2% | +12.9% |
| 3M | +15.7% | +7.3% | +8.4% | +12.9% |
| 6M | +17.3% | +23.4% | -6.1% | +9.7% |
| YTD | -4.7% | +29.4% | -34.1% | -12.8% |
| 1Y | +1.8% | +34.2% | -32.4% | -8.1% |
| 3Y | +31.7% | +108.4% | -76.7% | +5.8% |
| All | +31.7% | +109.7% | -78.0% | +5.8% |
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 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