+3,614.2%
CCEP vs HIG
+1,002.1%
+2,612.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -2.6% | -3.2% | +0.6% | -2.0% |
| 3M | +14.9% | +9.1% | +5.8% | +13.0% |
| 6M | +2.3% | -1.8% | +4.0% | +2.5% |
| YTD | +17.8% | +1.8% | +16.1% | +17.4% |
| 1Y | +24.2% | +4.6% | +19.6% | +22.9% |
| 3Y | +84.7% | +101.6% | -16.9% | +60.6% |
| 5Y | +103.2% | +124.5% | -21.3% | +72.9% |
| 10Y | +257.4% | +317.8% | -60.4% | +166.5% |
| All | +3,614.2% | +1,002.1% | +2,612.1% | +1,369.6% |
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