-21.9%
BA vs CCEP
+149.0%
-170.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.4% |
| 30D | -9.5% | +12.7% | -22.2% | -14.0% |
| 3M | -26.5% | +8.5% | -35.0% | -29.2% |
| 6M | -27.4% | +25.6% | -52.9% | -34.6% |
| YTD | -20.6% | +30.9% | -51.5% | -30.1% |
| 1Y | -11.4% | +32.0% | -43.4% | -22.3% |
| 3Y | -10.8% | +110.9% | -121.8% | -41.2% |
| 5Y | -21.9% | +138.5% | -160.4% | -53.2% |
| All | -21.9% | +149.0% | -170.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling