+12.1%
SPYM vs CCEP
+28.8%
-16.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -2.6% | +11.0% | -13.6% | -3.1% |
| 3M | -1.7% | +9.2% | -10.9% | -2.1% |
| 6M | +3.1% | +27.2% | -24.1% | +1.3% |
| YTD | +12.0% | +30.3% | -18.3% | +11.6% |
| 1Y | +12.1% | +28.7% | -16.6% | +12.3% |
| All | +12.1% | +28.8% | -16.7% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling