+621.7%
HPE vs CCEP
+287.7%
+334.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.2% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | -2.3% | -2.6% | +0.3% | -1.3% |
| 3M | -2.9% | +14.9% | -17.8% | -9.3% |
| 6M | +143.6% | +2.3% | +141.3% | +138.5% |
| YTD | +118.5% | +17.8% | +100.7% | +100.0% |
| 1Y | +129.2% | +24.2% | +105.0% | +103.9% |
| 3Y | +212.5% | +84.7% | +127.8% | +125.8% |
| 5Y | +286.9% | +103.2% | +183.7% | +161.4% |
| 10Y | +432.3% | +257.4% | +175.0% | +165.5% |
| All | +621.7% | +287.7% | +334.0% | +231.2% |
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