+118.2%
SRE vs CCEP
+236.1%
-117.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -3.0% | -4.0% | +1.0% | -1.6% |
| 3M | -8.3% | +5.2% | -13.5% | -10.3% |
| 6M | -8.9% | +2.7% | -11.6% | -10.3% |
| YTD | -4.3% | +14.5% | -18.8% | -9.6% |
| 1Y | +2.7% | +17.2% | -14.4% | -4.1% |
| 3Y | +28.7% | +79.3% | -50.7% | +1.5% |
| 5Y | +47.1% | +106.8% | -59.6% | +7.7% |
| All | +118.2% | +236.1% | -117.9% | +36.7% |
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 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