+7,667.7%
CCEP vs PHM
+11,952.1%
-4,284.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.8% | -4.8% | +6.5% | +2.6% |
| 30D | +12.2% | +16.5% | -4.3% | +9.1% |
| 3M | +10.7% | -2.0% | +12.7% | +10.9% |
| 6M | +27.5% | +12.7% | +14.8% | +24.3% |
| YTD | +31.3% | +11.2% | +20.2% | +28.1% |
| 1Y | +29.9% | +7.7% | +22.2% | +27.3% |
| 3Y | +111.1% | +60.9% | +50.2% | +89.1% |
| 5Y | +142.3% | +167.7% | -25.4% | +95.2% |
| 10Y | +335.5% | +692.1% | -356.6% | +181.9% |
| All | +7,667.7% | +11,952.1% | -4,284.4% | +2,349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling