+101.6%
JHX vs CCEP
+236.1%
-134.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -2.8% | -3.5% | -5.0% |
| 30D | -7.7% | -4.0% | -3.7% | -6.0% |
| 3M | +19.2% | +5.2% | +14.0% | +15.7% |
| 6M | +38.3% | +2.7% | +35.6% | +36.0% |
| YTD | +37.2% | +14.5% | +22.7% | +27.8% |
| 1Y | +42.3% | +17.2% | +25.1% | +30.7% |
| 3Y | -4.4% | +79.3% | -83.7% | -30.4% |
| 5Y | -26.4% | +106.8% | -133.1% | -51.0% |
| All | +101.6% | +236.1% | -134.5% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling