+108.7%
CCEP vs HIG
+122.5%
-13.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -1.6% | -4.9% | +3.3% | +0.6% |
| 3M | +11.9% | +6.8% | +5.1% | +8.6% |
| 6M | +7.5% | -1.7% | +9.1% | +7.9% |
| YTD | +18.7% | -0.2% | +19.0% | +18.4% |
| 1Y | +21.4% | +5.7% | +15.7% | +17.8% |
| 3Y | +89.1% | +100.3% | -11.2% | +29.5% |
| 5Y | +108.7% | +118.5% | -9.8% | +29.2% |
| All | +108.7% | +122.5% | -13.8% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling