+238.1%
CCEP vs HIG
+314.4%
-76.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.8% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -2.1% | -2.8% | +0.7% | -1.0% |
| 3M | +7.2% | +6.3% | +0.8% | +4.5% |
| 6M | +3.3% | -0.1% | +3.4% | +3.1% |
| YTD | +15.7% | +0.4% | +15.3% | +15.1% |
| 1Y | +16.6% | +6.2% | +10.3% | +13.2% |
| 3Y | +84.3% | +101.6% | -17.4% | +36.3% |
| 5Y | +109.0% | +119.8% | -10.8% | +48.1% |
| 10Y | +238.1% | +311.7% | -73.6% | +102.8% |
| All | +238.1% | +314.4% | -76.2% | +102.8% |
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