-11.1%
SRE vs CCEP
+30.9%
-42.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +1.8% | +2.1% | -0.3% | +1.5% |
| 30D | -3.0% | +10.6% | -13.6% | -4.4% |
| 3M | -7.3% | +10.3% | -17.6% | -8.6% |
| 6M | -11.9% | +31.1% | -43.0% | -15.7% |
| YTD | -7.9% | +32.1% | -40.0% | -12.0% |
| 1Y | -11.1% | +32.8% | -44.0% | -15.2% |
| All | -11.1% | +30.9% | -42.1% | -15.2% |
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