+7,713.8%
CCEP vs HUBB
+144,634.4%
-136,920.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.1% | +1.8% | +0.3% | +2.1% |
| 30D | +10.6% | -7.7% | +18.3% | +10.7% |
| 3M | +10.3% | -13.6% | +23.9% | +10.5% |
| 6M | +31.1% | -9.1% | +40.2% | +31.2% |
| YTD | +32.1% | -0.7% | +32.9% | +32.1% |
| 1Y | +32.8% | +1.1% | +31.8% | +32.7% |
| 3Y | +111.3% | +56.2% | +55.2% | +109.9% |
| 5Y | +147.5% | +126.6% | +20.9% | +144.8% |
| 10Y | +338.1% | +384.6% | -46.5% | +330.0% |
| All | +7,713.8% | +144,634.4% | -136,920.6% | +7,718.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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