-10.8%
BA vs CCEP
+108.8%
-119.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | -9.5% | +12.7% | -22.2% | -11.4% |
| 3M | -26.5% | +8.5% | -35.0% | -27.6% |
| 6M | -27.4% | +25.6% | -52.9% | -30.4% |
| YTD | -20.6% | +30.9% | -51.5% | -24.4% |
| 1Y | -11.4% | +32.0% | -43.4% | -15.8% |
| 3Y | -10.8% | +110.9% | -121.8% | -18.6% |
| All | -10.8% | +108.8% | -119.6% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling