+340.9%
SYF vs CCEP
+336.3%
+4.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.9% |
| 7D | +2.4% | -3.1% | +5.5% | +4.2% |
| 30D | +0.8% | -2.6% | +3.4% | +2.3% |
| 3M | +13.4% | +14.9% | -1.5% | +4.4% |
| 6M | +16.3% | +2.3% | +14.1% | +14.1% |
| YTD | -3.0% | +17.8% | -20.9% | -13.0% |
| 1Y | +5.7% | +24.2% | -18.5% | -8.5% |
| 3Y | +160.1% | +84.7% | +75.4% | +71.3% |
| 5Y | +88.5% | +103.2% | -14.7% | +14.4% |
| 10Y | +263.1% | +257.4% | +5.7% | +68.7% |
| All | +340.9% | +336.3% | +4.6% | +96.9% |
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