+0.8%
HL vs CCEP
+7,713.8%
-7,713.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | -11.1% | +2.1% | -13.2% | -11.5% |
| 30D | -12.1% | +10.6% | -22.7% | -14.0% |
| 3M | -26.1% | +10.3% | -36.4% | -27.8% |
| 6M | -37.7% | +31.1% | -68.8% | -41.6% |
| YTD | -31.7% | +32.1% | -63.8% | -36.1% |
| 1Y | -11.6% | +32.8% | -44.5% | -17.5% |
| 3Y | +249.6% | +111.3% | +138.3% | +195.0% |
| 5Y | +108.5% | +147.5% | -39.0% | +69.4% |
| 10Y | +127.0% | +338.1% | -211.1% | +62.7% |
| All | +0.8% | +7,713.8% | -7,713.0% | -38.1% |
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