+13.1%
CNH vs CCEP
+105.1%
-92.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.2% | +5.5% |
| 7D | +23.3% | -3.1% | +26.3% | +25.0% |
| 30D | +33.5% | -2.6% | +36.1% | +35.0% |
| 3M | +32.7% | +14.9% | +17.8% | +23.2% |
| 6M | +22.2% | +2.3% | +19.9% | +20.0% |
| YTD | +57.7% | +17.8% | +39.8% | +44.5% |
| 1Y | +28.0% | +24.2% | +3.8% | +13.8% |
| 3Y | +11.5% | +84.7% | -73.2% | -22.7% |
| All | +13.1% | +105.1% | -92.0% | -26.4% |
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