+597.9%
HPE vs CCEP
+328.6%
+269.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | -27.1% | +11.0% | -38.1% | -30.6% |
| 3M | -14.5% | +9.2% | -23.7% | -18.4% |
| 6M | +66.9% | +27.2% | +39.8% | +47.7% |
| YTD | +111.3% | +30.3% | +81.0% | +83.7% |
| 1Y | +117.5% | +28.7% | +88.8% | +90.0% |
| 3Y | +238.1% | +109.4% | +128.7% | +129.4% |
| 5Y | +292.4% | +144.1% | +148.3% | +142.5% |
| 10Y | +389.3% | +332.0% | +57.3% | +123.7% |
| All | +597.9% | +328.6% | +269.3% | +204.2% |
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