-91.5%
HTZ vs CCEP
+108.4%
-199.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +3.2% |
| 7D | +7.5% | -3.1% | +10.5% | +9.3% |
| 30D | +47.4% | -2.6% | +50.0% | +49.6% |
| 3M | -54.9% | +14.9% | -69.8% | -59.1% |
| 6M | -47.0% | +2.3% | -49.3% | -48.3% |
| YTD | -55.3% | +17.8% | -73.1% | -60.4% |
| 1Y | -57.6% | +24.2% | -81.9% | -63.9% |
| 3Y | -86.6% | +84.7% | -171.3% | -91.3% |
| 5Y | -86.1% | +103.2% | -189.3% | -91.8% |
| All | -91.5% | +108.4% | -199.9% | -95.1% |
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