+566.9%
HPE vs CCEP
+330.9%
+236.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -9.7% | +5.4% | -15.1% | -11.7% |
| 30D | -34.8% | +12.8% | -47.5% | -38.3% |
| 3M | -12.1% | +10.9% | -23.0% | -16.6% |
| 6M | +53.7% | +25.6% | +28.1% | +36.8% |
| YTD | +101.9% | +31.0% | +70.9% | +75.2% |
| 1Y | +104.3% | +32.3% | +72.1% | +76.3% |
| 3Y | +223.1% | +110.5% | +112.5% | +118.8% |
| 5Y | +249.2% | +141.8% | +107.4% | +117.0% |
| 10Y | +372.4% | +341.1% | +31.3% | +114.0% |
| All | +566.9% | +330.9% | +236.0% | +190.1% |
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