+240.0%
SPOT vs CCEP
+89.4%
+150.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +8.3% | -1.6% | +9.9% | +8.7% |
| 3M | +5.1% | +11.9% | -6.8% | +3.0% |
| 6M | -6.5% | +7.5% | -13.9% | -7.6% |
| YTD | -9.0% | +18.7% | -27.7% | -12.6% |
| 1Y | -26.4% | +21.4% | -47.8% | -29.9% |
| 3Y | +240.0% | +89.1% | +150.9% | +154.5% |
| All | +240.0% | +89.4% | +150.6% | +154.5% |
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 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