+153.0%
HYG vs CCEP
+1,517.4%
-1,364.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -0.2% | -3.7% | +3.5% | +0.5% |
| 30D | -0.1% | -2.1% | +2.0% | +0.2% |
| 3M | +0.7% | +7.2% | -6.5% | -0.6% |
| 6M | +1.5% | +3.3% | -1.8% | +0.7% |
| YTD | +1.9% | +15.7% | -13.7% | -1.0% |
| 1Y | +3.7% | +16.6% | -12.8% | +0.5% |
| 3Y | +26.5% | +84.3% | -57.8% | +12.2% |
| 5Y | +19.0% | +109.0% | -90.1% | +2.1% |
| 10Y | +56.5% | +238.1% | -181.7% | +18.6% |
| All | +153.0% | +1,517.4% | -1,364.5% | +21.8% |
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 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