+7,667.7%
CCEP vs CHD
+11,631.5%
-3,963.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +12.2% | +12.2% | 0.0% | +9.1% |
| 3M | +10.7% | +9.3% | +1.3% | +8.3% |
| 6M | +27.5% | +24.3% | +3.2% | +20.8% |
| YTD | +31.3% | +34.9% | -3.5% | +22.0% |
| 1Y | +29.9% | +32.7% | -2.8% | +21.1% |
| 3Y | +111.1% | +29.4% | +81.7% | +96.6% |
| 5Y | +142.3% | +31.7% | +110.6% | +123.2% |
| 10Y | +335.5% | +191.7% | +143.8% | +226.5% |
| All | +7,667.7% | +11,631.5% | -3,963.8% | +2,997.7% |
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