+7,605.8%
CCEP vs HRB
+3,475.6%
+4,130.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | -7.8% | +7.5% | +1.4% |
| 30D | +11.0% | +15.7% | -4.8% | +7.4% |
| 3M | +9.2% | -5.5% | +14.7% | +10.2% |
| 6M | +27.2% | +41.1% | -14.0% | +16.9% |
| YTD | +30.3% | +20.4% | +9.9% | +22.1% |
| 1Y | +28.7% | +15.2% | +13.4% | +21.7% |
| 3Y | +109.4% | +24.3% | +85.1% | +91.2% |
| 5Y | +144.1% | +144.7% | -0.6% | +86.8% |
| 10Y | +332.0% | +227.8% | +104.2% | +190.6% |
| All | +7,605.8% | +3,475.6% | +4,130.2% | +2,150.4% |
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