+133.5%
CCEP vs ALHC
-28.9%
+162.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -2.6% | -1.0% | -1.6% | -2.6% |
| 3M | +14.9% | -10.2% | +25.1% | +15.0% |
| 6M | +2.3% | -28.3% | +30.5% | +3.2% |
| YTD | +17.8% | -31.4% | +49.3% | +18.9% |
| 1Y | +24.2% | -16.9% | +41.1% | +24.1% |
| 3Y | +84.7% | +135.5% | -50.8% | +71.1% |
| 5Y | +103.2% | -33.6% | +136.8% | +95.8% |
| All | +133.5% | -28.9% | +162.4% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling