+6,869.6%
CCEP vs HRB
+3,357.9%
+3,511.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.2% |
| 7D | -3.1% | -5.7% | +2.6% | -1.8% |
| 30D | -2.6% | +7.9% | -10.5% | -4.5% |
| 3M | +14.9% | +32.1% | -17.2% | +7.5% |
| 6M | +2.3% | +62.2% | -60.0% | -9.6% |
| YTD | +17.8% | +16.4% | +1.4% | +11.5% |
| 1Y | +24.2% | -0.3% | +24.5% | +21.5% |
| 3Y | +84.7% | +36.0% | +48.7% | +65.3% |
| 5Y | +103.2% | +125.2% | -22.0% | +58.6% |
| 10Y | +257.4% | +237.7% | +19.7% | +139.1% |
| All | +6,869.6% | +3,357.9% | +3,511.8% | +1,955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling