-7.7%
SRE vs CCEP
+36.9%
-44.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -3.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.7% |
| 30D | +6.1% | +14.2% | -8.1% | +3.9% |
| 3M | -3.5% | +9.1% | -12.7% | -4.9% |
| 6M | -10.8% | +26.9% | -37.7% | -14.4% |
| YTD | -4.0% | +29.1% | -33.1% | -8.1% |
| 1Y | -7.7% | +36.8% | -44.4% | -12.3% |
| All | -7.7% | +36.9% | -44.6% | -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