+109.0%
CCEP vs CHD
+19.3%
+89.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.7% | -4.2% | +0.5% | -2.4% |
| 30D | -2.1% | -7.6% | +5.5% | +0.3% |
| 3M | +7.2% | -1.6% | +8.8% | +7.6% |
| 6M | +3.3% | -6.3% | +9.6% | +5.1% |
| YTD | +15.7% | +14.6% | +1.1% | +10.8% |
| 1Y | +16.6% | +1.6% | +15.0% | +15.6% |
| 3Y | +84.3% | +3.1% | +81.1% | +80.1% |
| 5Y | +109.0% | +21.1% | +87.9% | +90.8% |
| All | +109.0% | +19.3% | +89.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling