+755.0%
SW vs CCEP
+1,681.0%
-926.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | -5.1% | -3.1% | -2.0% | -4.7% |
| 30D | -4.6% | -2.6% | -2.0% | -4.3% |
| 3M | +9.4% | +14.9% | -5.5% | +7.3% |
| 6M | +3.5% | +2.3% | +1.3% | +3.1% |
| YTD | +22.0% | +17.8% | +4.2% | +19.5% |
| 1Y | +2.2% | +24.2% | -22.0% | -0.6% |
| 3Y | +19.6% | +84.7% | -65.1% | +11.0% |
| 5Y | -2.3% | +103.2% | -105.5% | -11.1% |
| 10Y | +181.4% | +257.4% | -76.0% | +144.3% |
| All | +755.0% | +1,681.0% | -926.0% | +732.9% |
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