+28.5%
SPGI vs CCEP
+110.9%
-82.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +14.3% | +11.0% | +3.3% | +10.3% |
| 3M | +14.5% | +9.2% | +5.3% | +11.1% |
| 6M | +17.3% | +27.2% | -9.9% | +8.8% |
| YTD | -4.6% | +30.3% | -34.9% | -12.9% |
| 1Y | +0.8% | +28.7% | -27.9% | -7.6% |
| All | +28.5% | +110.9% | -82.4% | +2.8% |
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