+68.0%
CNH vs CCEP
+412.2%
-344.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.2% | +5.6% |
| 7D | +23.3% | -3.1% | +26.3% | +25.1% |
| 30D | +33.5% | -2.6% | +36.1% | +35.1% |
| 3M | +32.7% | +14.9% | +17.8% | +23.0% |
| 6M | +22.2% | +2.3% | +19.9% | +20.1% |
| YTD | +57.7% | +17.8% | +39.8% | +44.2% |
| 1Y | +28.0% | +24.2% | +3.8% | +13.4% |
| 3Y | +11.5% | +84.7% | -73.2% | -21.2% |
| 5Y | +11.9% | +103.2% | -91.3% | -26.0% |
| 10Y | +162.8% | +257.4% | -94.6% | +31.0% |
| All | +68.0% | +412.2% | -344.3% | -27.3% |
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