-6.9%
CHYM vs CCEP
+14.4%
-21.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.6% | +9.5% | +7.0% |
| 7D | +3.4% | -3.7% | +7.1% | +3.6% |
| 30D | +12.0% | -2.1% | +14.1% | +12.0% |
| 3M | +102.4% | +7.2% | +95.2% | +101.5% |
| 6M | +52.7% | +3.3% | +49.4% | +51.4% |
| YTD | +37.3% | +15.7% | +21.6% | +35.5% |
| 1Y | +42.2% | +16.6% | +25.6% | +39.5% |
| All | -6.9% | +14.4% | -21.3% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling