+180.2%
CAH vs CCEP
+84.3%
+95.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | -2.2% | -3.7% | +1.4% | -1.3% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | +13.1% | +7.2% | +5.9% | +10.7% |
| 6M | +8.5% | +3.3% | +5.2% | +7.1% |
| YTD | +17.6% | +15.7% | +1.9% | +12.8% |
| 1Y | +60.7% | +16.6% | +44.1% | +53.4% |
| All | +180.2% | +84.3% | +95.9% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling