-9.3%
SSPC vs CCEP
+18.3%
-27.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.2% | -13.1% | -14.0% |
| 7D | -13.9% | +1.7% | -15.6% | -15.8% |
| 30D | +14.3% | +12.7% | +1.6% | -2.2% |
| 3M | -35.2% | +8.5% | -43.7% | -41.4% |
| All | -9.3% | +18.3% | -27.6% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling