+108.7%
CCEP vs HDB
-37.8%
+146.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.6% |
| 7D | -1.0% | -2.0% | +1.1% | -0.4% |
| 30D | -1.6% | -4.9% | +3.3% | -0.3% |
| 3M | +11.9% | -2.3% | +14.2% | +11.9% |
| 6M | +7.5% | -23.7% | +31.2% | +15.3% |
| YTD | +18.7% | -38.5% | +57.2% | +35.5% |
| 1Y | +21.4% | -36.5% | +57.9% | +37.0% |
| 3Y | +89.1% | -28.5% | +117.6% | +102.8% |
| 5Y | +108.7% | -37.4% | +146.1% | +121.9% |
| All | +108.7% | -37.8% | +146.5% | +121.9% |
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