+343.8%
HPE vs CCEP
+108.6%
+235.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.5% |
| 7D | +10.1% | -1.0% | +11.1% | +10.5% |
| 30D | +5.3% | -1.6% | +6.9% | +5.8% |
| 3M | +12.7% | +11.9% | +0.8% | +8.2% |
| 6M | +167.7% | +7.5% | +160.2% | +159.6% |
| YTD | +135.5% | +18.7% | +116.7% | +119.1% |
| 1Y | +143.4% | +21.4% | +122.0% | +123.7% |
| 3Y | +249.2% | +89.1% | +160.1% | +157.2% |
| 5Y | +343.8% | +108.7% | +235.1% | +197.2% |
| All | +343.8% | +108.6% | +235.3% | +197.2% |
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 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