+1,645.7%
HCA vs CCEP
+723.7%
+922.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | -2.8% | -1.0% | -1.8% | -2.4% |
| 30D | -2.7% | -1.6% | -1.1% | -2.0% |
| 3M | +11.5% | +11.9% | -0.4% | +5.4% |
| 6M | -24.3% | +7.5% | -31.7% | -27.2% |
| YTD | -13.6% | +18.7% | -32.3% | -21.2% |
| 1Y | -3.2% | +21.4% | -24.6% | -12.8% |
| 3Y | +50.4% | +89.1% | -38.7% | +6.4% |
| 5Y | +64.8% | +108.7% | -43.9% | +8.5% |
| 10Y | +456.5% | +241.0% | +215.6% | +177.1% |
| All | +1,645.7% | +723.7% | +922.0% | +400.2% |
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 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