+148.2%
CCEP vs HDB
-24.7%
+172.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +2.6% | +13.3% | -10.8% | -0.9% |
| 30D | +15.1% | +13.6% | +1.6% | +11.2% |
| 3M | +7.3% | +5.8% | +1.5% | +5.4% |
| 6M | +23.4% | -1.9% | +25.3% | +23.1% |
| YTD | +29.4% | -31.2% | +60.6% | +42.6% |
| 1Y | +34.2% | -29.6% | +63.8% | +46.8% |
| 3Y | +108.4% | -10.1% | +118.5% | +106.9% |
| All | +148.2% | -24.7% | +172.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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