+4.8%
HUM vs CCEP
+105.7%
-100.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -1.4% | -5.7% | +4.3% | -0.6% |
| 30D | +7.5% | -3.4% | +10.9% | +8.0% |
| 3M | +10.2% | +5.5% | +4.7% | +9.3% |
| 6M | +132.5% | +2.2% | +130.3% | +131.4% |
| YTD | +57.6% | +14.6% | +43.0% | +53.9% |
| 1Y | +48.6% | +18.9% | +29.7% | +44.0% |
| 3Y | -11.2% | +82.6% | -93.8% | -22.0% |
| 5Y | +4.8% | +107.0% | -102.2% | -12.8% |
| All | +4.8% | +105.7% | -100.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling