+7,642.7%
CCEP vs CHD
+11,557.1%
-3,914.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +12.7% | +13.5% | -0.8% | +9.3% |
| 3M | +8.5% | +8.1% | +0.4% | +6.5% |
| 6M | +25.6% | +19.9% | +5.7% | +20.0% |
| YTD | +30.9% | +34.0% | -3.1% | +21.8% |
| 1Y | +32.0% | +29.8% | +2.2% | +23.7% |
| 3Y | +110.9% | +28.7% | +82.2% | +96.8% |
| 5Y | +138.5% | +31.8% | +106.7% | +119.6% |
| 10Y | +302.3% | +178.2% | +124.1% | +205.2% |
| All | +7,642.7% | +11,557.1% | -3,914.5% | +2,992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling