+36.8%
CCEP vs HIG
+12.7%
+24.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.8% |
| 7D | +4.2% | +6.2% | -2.0% | +1.6% |
| 30D | +14.2% | +9.4% | +4.7% | +10.3% |
| 3M | +9.1% | -2.3% | +11.5% | +10.2% |
| 6M | +26.9% | +4.2% | +22.7% | +24.4% |
| YTD | +29.1% | +1.6% | +27.5% | +28.6% |
| 1Y | +36.8% | +9.9% | +26.9% | +34.2% |
| All | +36.8% | +12.7% | +24.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling