-11.2%
HUM vs CCEP
+84.3%
-95.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -0.2% | -3.7% | +3.4% | -0.1% |
| 30D | +3.7% | -2.1% | +5.8% | +3.8% |
| 3M | +10.4% | +7.2% | +3.2% | +10.3% |
| 6M | +125.7% | +3.3% | +122.5% | +125.9% |
| YTD | +57.3% | +15.7% | +41.7% | +57.3% |
| 1Y | +48.6% | +16.6% | +32.1% | +48.7% |
| All | -11.2% | +84.3% | -95.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling