+110.9%
CCEP vs PHM
+70.2%
+40.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | +1.7% | +3.5% | -1.8% | +1.0% |
| 30D | +12.7% | +21.2% | -8.5% | +9.1% |
| 3M | +8.5% | +2.5% | +6.0% | +7.7% |
| 6M | +25.6% | +16.1% | +9.5% | +22.0% |
| YTD | +30.9% | +16.6% | +14.3% | +26.9% |
| 1Y | +32.0% | +14.4% | +17.5% | +28.2% |
| 3Y | +110.9% | +71.9% | +39.1% | +98.3% |
| All | +110.9% | +70.2% | +40.7% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling