+5.3%
SRE vs CCEP
+24.3%
-19.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -0.3% | -3.1% | +2.7% | 0.0% |
| 30D | -0.7% | -2.6% | +1.9% | -0.4% |
| 3M | -6.3% | +14.9% | -21.2% | -8.2% |
| 6M | -10.7% | +2.3% | -12.9% | -11.7% |
| YTD | -3.5% | +17.8% | -21.3% | -5.2% |
| 1Y | +5.3% | +24.2% | -18.9% | +3.5% |
| All | +5.3% | +24.3% | -19.0% | +3.5% |
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 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