+1,409.0%
SRE vs CCEP
+911.4%
+497.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -5.6% | +1.8% | -7.4% | -6.1% |
| 30D | -4.5% | +12.2% | -16.6% | -7.5% |
| 3M | -7.7% | +10.7% | -18.4% | -10.4% |
| 6M | -14.4% | +27.5% | -41.9% | -20.2% |
| YTD | -9.4% | +31.3% | -40.7% | -16.4% |
| 1Y | -13.8% | +29.9% | -43.8% | -20.3% |
| 3Y | +22.2% | +111.1% | -88.9% | -1.3% |
| 5Y | +50.5% | +142.3% | -91.9% | +15.6% |
| 10Y | +124.1% | +335.5% | -211.4% | +45.5% |
| All | +1,409.0% | +911.4% | +497.6% | +519.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling