+4,028.3%
CCEP vs HIG
+997.5%
+3,030.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +5.4% | +2.1% | +3.2% | +4.9% |
| 30D | +12.8% | +6.7% | +6.0% | +11.4% |
| 3M | +10.9% | -1.9% | +12.8% | +11.3% |
| 6M | +25.6% | +5.3% | +20.3% | +24.3% |
| YTD | +31.0% | +1.3% | +29.6% | +30.5% |
| 1Y | +32.3% | +7.2% | +25.1% | +30.3% |
| 3Y | +110.5% | +96.6% | +13.9% | +83.9% |
| 5Y | +141.8% | +110.0% | +31.8% | +108.3% |
| 10Y | +341.1% | +268.4% | +72.8% | +236.1% |
| All | +4,028.3% | +997.5% | +3,030.7% | +1,534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling