+573.2%
SPMO vs CCEP
+288.8%
+284.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.4% |
| 7D | +2.0% | -3.1% | +5.1% | +2.8% |
| 30D | -0.4% | -2.6% | +2.2% | +0.3% |
| 3M | -1.9% | +14.9% | -16.8% | -6.2% |
| 6M | +25.0% | +2.3% | +22.8% | +23.5% |
| YTD | +26.0% | +17.8% | +8.2% | +19.2% |
| 1Y | +28.7% | +24.2% | +4.5% | +19.5% |
| 3Y | +160.9% | +84.7% | +76.2% | +111.9% |
| 5Y | +147.9% | +103.2% | +44.7% | +92.3% |
| 10Y | +518.9% | +257.4% | +261.6% | +320.5% |
| All | +573.2% | +288.8% | +284.4% | +351.4% |
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