+311.1%
SPOT vs CCEP
+265.4%
+45.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | +1.6% | +2.1% | -0.5% | +0.9% |
| 30D | +16.9% | +10.6% | +6.3% | +13.3% |
| 3M | +23.0% | +10.3% | +12.6% | +19.3% |
| 6M | +42.2% | +31.1% | +11.1% | +30.8% |
| YTD | +5.5% | +32.1% | -26.6% | -3.9% |
| 1Y | -5.1% | +32.8% | -37.9% | -13.7% |
| 3Y | +257.9% | +111.3% | +146.6% | +176.0% |
| 5Y | +118.4% | +147.5% | -29.1% | +58.8% |
| All | +311.1% | +265.4% | +45.7% | +150.0% |
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