+111.7%
SPOT vs CCEP
+108.6%
+3.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.4% |
| 30D | +8.3% | -1.6% | +9.9% | +9.1% |
| 3M | +5.1% | +11.9% | -6.8% | +0.1% |
| 6M | -6.5% | +7.5% | -13.9% | -9.7% |
| YTD | -9.0% | +18.7% | -27.7% | -16.7% |
| 1Y | -26.4% | +21.4% | -47.8% | -33.7% |
| 3Y | +240.0% | +89.1% | +150.9% | +131.0% |
| 5Y | +111.7% | +108.7% | +3.0% | +30.5% |
| All | +111.7% | +108.6% | +3.2% | +30.5% |
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