+311.2%
SPY vs CCEP
+236.5%
+74.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | -5.7% | +3.8% | -0.1% |
| 30D | -1.7% | -3.4% | +1.8% | -0.6% |
| 3M | +4.7% | +5.5% | -0.8% | +2.5% |
| 6M | +12.5% | +2.2% | +10.3% | +11.0% |
| YTD | +11.7% | +14.6% | -2.9% | +5.8% |
| 1Y | +17.5% | +18.9% | -1.4% | +9.6% |
| 3Y | +76.6% | +82.6% | -6.0% | +39.4% |
| 5Y | +82.0% | +107.0% | -25.0% | +35.1% |
| All | +311.2% | +236.5% | +74.7% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling