+14.0%
SPGI vs CCEP
+140.3%
-126.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | +14.5% | +9.2% | +5.3% | +10.7% |
| 6M | +17.3% | +27.2% | -9.9% | +7.4% |
| YTD | -4.6% | +30.3% | -34.9% | -14.0% |
| 1Y | +0.8% | +28.7% | -27.9% | -8.8% |
| 3Y | +28.8% | +109.4% | -80.6% | -4.8% |
| 5Y | +14.0% | +144.1% | -130.1% | -22.5% |
| All | +14.0% | +140.3% | -126.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling