+6,869.6%
CCEP vs PHM
+11,456.8%
-4,587.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.5% |
| 30D | -2.6% | -6.4% | +3.8% | -1.5% |
| 3M | +14.9% | +5.5% | +9.4% | +13.5% |
| 6M | +2.3% | -5.4% | +7.7% | +2.9% |
| YTD | +17.8% | +6.6% | +11.3% | +15.9% |
| 1Y | +24.2% | -8.8% | +33.1% | +25.4% |
| 3Y | +84.7% | +54.1% | +30.6% | +66.7% |
| 5Y | +103.2% | +144.5% | -41.3% | +66.4% |
| 10Y | +257.4% | +569.4% | -312.0% | +137.9% |
| All | +6,869.6% | +11,456.8% | -4,587.1% | +2,116.8% |
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