+108.7%
CCEP vs XHB
+37.2%
+71.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.6% | -9.1% | +7.5% | +1.3% |
| 3M | +11.9% | -2.3% | +14.2% | +12.1% |
| 6M | +7.5% | -4.1% | +11.6% | +8.1% |
| YTD | +18.7% | -1.7% | +20.4% | +18.1% |
| 1Y | +21.4% | -15.1% | +36.5% | +26.5% |
| 3Y | +89.1% | +26.8% | +62.3% | +62.2% |
| 5Y | +108.7% | +37.3% | +71.4% | +67.6% |
| All | +108.7% | +37.2% | +71.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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