+289.9%
CAH vs CCEP
+236.5%
+53.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -5.1% | -5.7% | +0.7% | -3.2% |
| 30D | -1.8% | -3.4% | +1.6% | -0.7% |
| 3M | +9.4% | +5.5% | +3.8% | +7.1% |
| 6M | +9.2% | +2.2% | +7.0% | +7.9% |
| YTD | +15.7% | +14.6% | +1.0% | +9.6% |
| 1Y | +59.7% | +18.9% | +40.8% | +49.2% |
| 3Y | +178.5% | +82.6% | +95.9% | +121.4% |
| 5Y | +398.3% | +107.0% | +291.3% | +271.7% |
| All | +289.9% | +236.5% | +53.4% | +147.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling