-0.1%
SW vs CCEP
+152.9%
-153.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.2% | +2.6% |
| 7D | +12.1% | +4.2% | +7.8% | +10.3% |
| 30D | +6.6% | +14.2% | -7.6% | +1.2% |
| 3M | -6.0% | +9.1% | -15.2% | -9.3% |
| 6M | +21.5% | +26.9% | -5.4% | +10.5% |
| YTD | +20.3% | +29.1% | -8.8% | +8.9% |
| 1Y | +28.1% | +36.8% | -8.6% | +13.6% |
| 3Y | +51.6% | +108.5% | -56.9% | +15.8% |
| 5Y | -0.1% | +155.8% | -156.0% | -32.0% |
| All | -0.1% | +152.9% | -153.0% | -32.0% |
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 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