-14.9%
CNH vs CCEP
+148.1%
-163.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.2% |
| 7D | -1.7% | +2.6% | -4.3% | -3.0% |
| 30D | -7.2% | +15.1% | -22.4% | -13.3% |
| 3M | +6.5% | +7.3% | -0.7% | +2.6% |
| 6M | +7.9% | +23.4% | -15.5% | -3.5% |
| YTD | +26.6% | +29.4% | -2.8% | +10.6% |
| 1Y | +13.8% | +34.2% | -20.5% | -2.5% |
| 3Y | +9.2% | +108.4% | -99.2% | -29.3% |
| All | -14.9% | +148.1% | -163.0% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling