+4,088.9%
SYY vs CCEP
+7,605.8%
-3,516.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -3.5% | +11.0% | -14.5% | -6.4% |
| 3M | -9.3% | +9.2% | -18.5% | -11.7% |
| 6M | +5.9% | +27.2% | -21.3% | -1.4% |
| YTD | +6.5% | +30.3% | -23.8% | -1.7% |
| 1Y | +4.0% | +28.7% | -24.7% | -3.6% |
| 3Y | +23.0% | +109.4% | -86.4% | -1.8% |
| 5Y | +14.3% | +144.1% | -129.7% | -13.3% |
| 10Y | +85.8% | +332.0% | -246.2% | +22.5% |
| All | +4,088.9% | +7,605.8% | -3,516.8% | +1,163.8% |
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