+23,761.0%
PH vs CCEP
+6,869.6%
+16,891.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.7% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | -3.2% | -2.6% | -0.7% | -2.5% |
| 3M | +10.6% | +14.9% | -4.3% | +5.7% |
| 6M | -2.1% | +2.3% | -4.4% | -3.2% |
| YTD | +10.2% | +17.8% | -7.7% | +4.2% |
| 1Y | +28.2% | +24.2% | +4.0% | +19.1% |
| 3Y | +134.9% | +84.7% | +50.2% | +91.7% |
| 5Y | +253.6% | +103.2% | +150.4% | +178.4% |
| 10Y | +804.7% | +257.4% | +547.4% | +501.3% |
| All | +23,761.0% | +6,869.6% | +16,891.4% | +7,553.4% |
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