+159.4%
CCEP vs ALHC
-61.8%
+221.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.2% |
| 7D | +1.7% | +3.9% | -2.2% | +1.4% |
| 30D | +12.7% | -3.6% | +16.3% | +12.8% |
| 3M | +8.5% | -49.4% | +57.9% | +11.7% |
| 6M | +25.6% | -59.5% | +85.0% | +29.9% |
| YTD | +30.9% | -63.2% | +94.1% | +35.6% |
| 1Y | +32.0% | -55.5% | +87.4% | +35.4% |
| 3Y | +110.9% | +23.0% | +87.9% | +101.5% |
| 5Y | +138.5% | -65.7% | +204.2% | +136.6% |
| All | +159.4% | -61.8% | +221.2% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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