+108.7%
CCEP vs PHM
+152.9%
-44.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -1.6% | -9.7% | +8.0% | +0.7% |
| 3M | +11.9% | +2.2% | +9.6% | +10.8% |
| 6M | +7.5% | -5.7% | +13.1% | +8.3% |
| YTD | +18.7% | +2.8% | +15.9% | +17.0% |
| 1Y | +21.4% | -14.4% | +35.8% | +24.5% |
| 3Y | +89.1% | +52.2% | +36.9% | +59.8% |
| 5Y | +108.7% | +154.3% | -45.5% | +39.5% |
| All | +108.7% | +152.9% | -44.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling