+108.7%
CCEP vs HRB
+112.6%
-3.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.6% |
| 7D | -1.0% | -9.1% | +8.1% | +0.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.8% |
| 3M | +11.9% | +23.4% | -11.5% | +8.5% |
| 6M | +7.5% | +45.1% | -37.7% | +1.8% |
| YTD | +18.7% | +8.9% | +9.8% | +18.2% |
| 1Y | +21.4% | -7.9% | +29.3% | +24.6% |
| 3Y | +89.1% | +27.9% | +61.2% | +76.7% |
| 5Y | +108.7% | +108.3% | +0.4% | +69.9% |
| All | +108.7% | +112.6% | -3.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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