+336.9%
CCEP vs HIG
+260.2%
+76.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +11.0% | +4.4% | +6.6% | +9.1% |
| 3M | +9.2% | 0.0% | +9.2% | +9.2% |
| 6M | +27.2% | +3.8% | +23.4% | +25.1% |
| YTD | +30.3% | +0.7% | +29.6% | +29.5% |
| 1Y | +28.7% | +5.0% | +23.6% | +25.7% |
| 3Y | +109.4% | +95.3% | +14.1% | +56.7% |
| 5Y | +144.1% | +110.8% | +33.3% | +75.4% |
| All | +336.9% | +260.2% | +76.7% | +184.0% |
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