+110.9%
CCEP vs CHD
+29.8%
+81.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +12.7% | +13.5% | -0.8% | +8.4% |
| 3M | +8.5% | +8.1% | +0.4% | +5.8% |
| 6M | +25.6% | +19.9% | +5.7% | +18.6% |
| YTD | +30.9% | +34.0% | -3.1% | +20.3% |
| 1Y | +32.0% | +29.8% | +2.2% | +22.2% |
| 3Y | +110.9% | +28.7% | +82.2% | +98.0% |
| All | +110.9% | +29.8% | +81.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling