+13,845.6%
SPGI vs CCEP
+6,869.6%
+6,976.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +1.0% |
| 30D | +8.4% | -2.6% | +11.0% | +9.1% |
| 3M | +11.8% | +14.9% | -3.1% | +7.9% |
| 6M | +5.7% | +2.3% | +3.5% | +4.9% |
| YTD | -9.7% | +17.8% | -27.5% | -13.8% |
| 1Y | -12.5% | +24.2% | -36.7% | -17.6% |
| 3Y | +21.8% | +84.7% | -62.9% | +2.9% |
| 5Y | +8.2% | +103.2% | -95.0% | -11.7% |
| 10Y | +309.5% | +257.4% | +52.1% | +182.6% |
| All | +13,845.6% | +6,869.6% | +6,976.0% | +5,287.2% |
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