+489.7%
HPE vs CCEP
+236.5%
+253.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.9% |
| 7D | +1.4% | -5.7% | +7.2% | +3.9% |
| 30D | +1.5% | -3.4% | +5.0% | +2.9% |
| 3M | +21.7% | +5.5% | +16.2% | +18.2% |
| 6M | +164.2% | +2.2% | +161.9% | +158.6% |
| YTD | +132.1% | +14.6% | +117.4% | +115.0% |
| 1Y | +130.6% | +18.9% | +111.7% | +109.4% |
| 3Y | +244.1% | +82.6% | +161.5% | +150.4% |
| 5Y | +340.8% | +107.0% | +233.8% | +195.8% |
| All | +489.7% | +236.5% | +253.2% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling