+230.4%
CCEP vs HBM
+622.7%
-392.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | -0.1% |
| 7D | -5.7% | -3.7% | -2.0% | -5.4% |
| 30D | -3.4% | -3.7% | +0.3% | -3.2% |
| 3M | +5.5% | +8.0% | -2.5% | +4.0% |
| 6M | +2.2% | +15.8% | -13.6% | -0.7% |
| YTD | +14.6% | +34.4% | -19.7% | +9.0% |
| 1Y | +18.9% | +98.2% | -79.2% | +7.8% |
| 3Y | +82.6% | +476.6% | -394.0% | +42.0% |
| 5Y | +107.0% | +331.1% | -224.1% | +60.9% |
| All | +230.4% | +622.7% | -392.3% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HBM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling