+168.4%
SYF vs CCEP
+336.4%
-168.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -3.3% | -0.3% | -2.9% | -3.1% |
| 30D | -2.2% | +11.0% | -13.1% | -8.7% |
| 3M | -9.3% | +9.2% | -18.5% | -14.7% |
| 6M | +2.1% | +27.2% | -25.1% | -13.2% |
| YTD | -12.6% | +30.3% | -42.9% | -27.7% |
| 1Y | -3.4% | +28.7% | -32.1% | -19.5% |
| 3Y | +156.5% | +109.4% | +47.1% | +47.2% |
| 5Y | +59.6% | +144.1% | -84.5% | -20.0% |
| All | +168.4% | +336.4% | -168.1% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling