-11.1%
CHYM vs CCEP
+13.2%
-24.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.3% | -2.8% | +0.6% | -2.2% |
| 30D | +4.4% | -4.0% | +8.5% | +4.6% |
| 3M | +91.3% | +5.2% | +86.1% | +90.5% |
| 6M | +44.0% | +2.7% | +41.3% | +42.9% |
| YTD | +31.1% | +14.5% | +16.6% | +29.5% |
| 1Y | +37.8% | +17.2% | +20.7% | +35.0% |
| All | -11.1% | +13.2% | -24.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling