+2,903.2%
HPQ vs CCEP
+6,869.6%
-3,966.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.0% |
| 7D | +6.9% | -3.1% | +10.0% | +7.8% |
| 30D | +14.4% | -2.6% | +17.0% | +15.2% |
| 3M | +25.6% | +14.9% | +10.7% | +20.9% |
| 6M | +75.0% | +2.3% | +72.8% | +73.3% |
| YTD | +50.7% | +17.8% | +32.8% | +43.4% |
| 1Y | +18.7% | +24.2% | -5.6% | +11.2% |
| 3Y | +21.5% | +84.7% | -63.2% | +1.5% |
| 5Y | +31.6% | +103.2% | -71.6% | +6.3% |
| 10Y | +216.1% | +257.4% | -41.3% | +118.2% |
| All | +2,903.2% | +6,869.6% | -3,966.4% | +843.7% |
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