+6,869.6%
CCEP vs CHD
+10,220.8%
-3,351.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | -2.6% | -4.6% | +2.0% | -1.5% |
| 3M | +14.9% | +5.0% | +9.9% | +13.5% |
| 6M | +2.3% | -3.2% | +5.5% | +2.9% |
| YTD | +17.8% | +18.6% | -0.8% | +12.9% |
| 1Y | +24.2% | +4.8% | +19.4% | +22.4% |
| 3Y | +84.7% | +6.1% | +78.6% | +80.3% |
| 5Y | +103.2% | +24.0% | +79.2% | +89.9% |
| 10Y | +257.4% | +124.5% | +132.9% | +184.8% |
| All | +6,869.6% | +10,220.8% | -3,351.2% | +2,766.3% |
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