-1.6%
SW vs CCEP
+157.0%
-158.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.0% |
| 7D | +4.7% | +5.7% | -1.1% | +2.4% |
| 30D | +5.0% | +15.3% | -10.3% | -0.7% |
| 3M | -7.3% | +8.0% | -15.4% | -10.2% |
| 6M | +15.0% | +26.7% | -11.7% | +4.6% |
| YTD | +18.5% | +30.7% | -12.2% | +6.7% |
| 1Y | +27.1% | +36.5% | -9.4% | +12.6% |
| 3Y | +49.3% | +111.1% | -61.8% | +13.3% |
| 5Y | -1.6% | +149.7% | -151.4% | -33.7% |
| All | -1.6% | +157.0% | -158.7% | -33.7% |
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 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