+15.8%
BABA vs CCEP
+299.9%
-284.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | +3.8% | +1.7% | +2.2% | +3.3% |
| 30D | -5.4% | +12.7% | -18.1% | -8.6% |
| 3M | -17.9% | +8.5% | -26.4% | -20.0% |
| 6M | -24.1% | +25.6% | -49.6% | -29.3% |
| YTD | -27.4% | +30.9% | -58.4% | -33.4% |
| 1Y | -36.1% | +32.0% | -68.0% | -41.5% |
| 3Y | +35.4% | +110.9% | -75.6% | +6.1% |
| 5Y | -30.1% | +138.5% | -168.6% | -47.8% |
| 10Y | +15.8% | +302.3% | -286.5% | -24.5% |
| All | +15.8% | +299.9% | -284.1% | -24.5% |
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