+32.3%
CCEP vs ALHC
-52.7%
+84.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.2% |
| 7D | +5.4% | +3.8% | +1.6% | +5.1% |
| 30D | +12.8% | +1.7% | +11.1% | +12.6% |
| 3M | +10.9% | -44.3% | +55.2% | +13.9% |
| 6M | +25.6% | -57.2% | +82.8% | +29.2% |
| YTD | +31.0% | -61.2% | +92.2% | +33.0% |
| 1Y | +32.3% | -53.2% | +85.4% | +31.8% |
| All | +32.3% | -52.7% | +84.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling