+23.3%
BA vs CCEP
+342.6%
-319.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.9% |
| 7D | -1.1% | +2.1% | -3.2% | -2.4% |
| 30D | -7.1% | +10.6% | -17.7% | -12.9% |
| 3M | -25.5% | +10.3% | -35.9% | -30.4% |
| 6M | -28.7% | +31.1% | -59.8% | -40.5% |
| YTD | -21.0% | +32.1% | -53.1% | -34.9% |
| 1Y | -11.9% | +32.8% | -44.7% | -27.6% |
| 3Y | -16.2% | +111.3% | -127.5% | -51.6% |
| 5Y | -22.4% | +147.5% | -169.9% | -61.0% |
| All | +23.3% | +342.6% | -319.2% | -50.6% |
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