+2,439.1%
CCEP vs HDB
+4,142.9%
-1,703.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | +2.6% | +13.3% | -10.8% | -0.5% |
| 30D | +15.1% | +13.6% | +1.6% | +11.6% |
| 3M | +7.3% | +5.8% | +1.5% | +5.6% |
| 6M | +23.4% | -1.9% | +25.3% | +23.2% |
| YTD | +29.4% | -31.2% | +60.6% | +40.5% |
| 1Y | +34.2% | -29.6% | +63.8% | +44.9% |
| 3Y | +108.4% | -10.1% | +118.5% | +108.8% |
| 5Y | +147.3% | -24.3% | +171.6% | +155.7% |
| 10Y | +301.3% | +59.3% | +242.1% | +239.0% |
| All | +2,439.1% | +4,142.9% | -1,703.8% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling