+48.3%
SRE vs CCEP
+105.7%
-57.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.7% | -5.7% | +5.1% | +0.9% |
| 30D | -1.7% | -3.4% | +1.7% | -0.9% |
| 3M | -7.1% | +5.5% | -12.6% | -8.6% |
| 6M | -8.4% | +2.2% | -10.6% | -9.3% |
| YTD | -3.5% | +14.6% | -18.2% | -7.7% |
| 1Y | +5.4% | +18.9% | -13.5% | -0.4% |
| 3Y | +29.5% | +82.6% | -53.1% | +8.1% |
| 5Y | +48.3% | +107.0% | -58.7% | +18.5% |
| All | +48.3% | +105.7% | -57.4% | +18.5% |
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 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