+158.1%
CCEP vs ALHC
-60.6%
+218.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +11.0% | -9.6% | +20.6% | +11.4% |
| 3M | +9.2% | -44.5% | +53.7% | +11.9% |
| 6M | +27.2% | -59.2% | +86.4% | +31.5% |
| YTD | +30.3% | -62.0% | +92.3% | +34.8% |
| 1Y | +28.7% | -54.8% | +83.5% | +31.9% |
| 3Y | +109.4% | +25.0% | +84.4% | +99.9% |
| 5Y | +144.1% | -65.3% | +209.4% | +142.1% |
| All | +158.1% | -60.6% | +218.8% | +158.3% |
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