+249.2%
HPE vs CCEP
+139.0%
+110.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -9.7% | +5.4% | -15.1% | -10.8% |
| 30D | -34.8% | +12.8% | -47.5% | -37.0% |
| 3M | -12.1% | +10.9% | -23.0% | -14.8% |
| 6M | +53.7% | +25.6% | +28.1% | +41.8% |
| YTD | +101.9% | +31.0% | +70.9% | +81.9% |
| 1Y | +104.3% | +32.3% | +72.1% | +83.2% |
| 3Y | +223.1% | +110.5% | +112.5% | +126.8% |
| 5Y | +249.2% | +141.8% | +107.4% | +123.6% |
| All | +249.2% | +139.0% | +110.2% | +123.6% |
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 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