+343.1%
CCEP vs HIG
+261.7%
+81.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.1% | +2.6% | -0.5% | +1.0% |
| 30D | +10.6% | +4.2% | +6.4% | +8.8% |
| 3M | +10.3% | +0.2% | +10.1% | +10.2% |
| 6M | +31.1% | +4.6% | +26.5% | +28.5% |
| YTD | +32.1% | +1.1% | +31.0% | +31.1% |
| 1Y | +32.8% | +4.7% | +28.1% | +29.9% |
| 3Y | +111.3% | +95.5% | +15.9% | +58.1% |
| 5Y | +147.5% | +111.7% | +35.8% | +77.5% |
| All | +343.1% | +261.7% | +81.3% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling