+73.5%
SPYM vs CCEP
+139.0%
-65.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | +5.4% | -5.9% | -2.0% |
| 30D | -3.7% | +12.8% | -16.4% | -7.1% |
| 3M | -2.7% | +10.9% | -13.6% | -5.9% |
| 6M | +2.2% | +25.6% | -23.4% | -5.2% |
| YTD | +10.9% | +31.0% | -20.1% | +1.0% |
| 1Y | +11.3% | +32.3% | -20.9% | +1.0% |
| 3Y | +76.8% | +110.5% | -33.7% | +30.8% |
| 5Y | +73.5% | +141.8% | -68.3% | +17.7% |
| All | +73.5% | +139.0% | -65.4% | +17.7% |
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