+135.2%
CCEP vs ALHC
-29.3%
+164.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -1.6% | -6.3% | +4.7% | -1.3% |
| 3M | +11.9% | -12.3% | +24.2% | +12.1% |
| 6M | +7.5% | -27.0% | +34.5% | +8.3% |
| YTD | +18.7% | -31.8% | +50.6% | +19.8% |
| 1Y | +21.4% | -17.0% | +38.4% | +21.3% |
| 3Y | +89.1% | +159.8% | -70.7% | +74.1% |
| 5Y | +108.7% | -25.1% | +133.9% | +100.5% |
| All | +135.2% | -29.3% | +164.6% | +129.7% |
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