+5,600.3%
HUM vs CCEP
+6,921.7%
-1,321.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +2.1% | -1.0% | +3.1% | +2.3% |
| 30D | +4.7% | -1.6% | +6.3% | +5.1% |
| 3M | +13.5% | +11.9% | +1.6% | +10.3% |
| 6M | +126.7% | +7.5% | +119.2% | +121.9% |
| YTD | +58.5% | +18.7% | +39.8% | +51.1% |
| 1Y | +31.7% | +21.4% | +10.3% | +24.6% |
| 3Y | -10.6% | +89.1% | -99.7% | -24.9% |
| 5Y | +2.5% | +108.7% | -106.2% | -17.1% |
| 10Y | +148.7% | +241.0% | -92.3% | +73.1% |
| All | +5,600.3% | +6,921.7% | -1,321.4% | +1,795.7% |
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