+11.7%
BABA vs CCEP
+342.6%
-330.8%
-80.1%
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% | -0.4% |
| 7D | -13.8% | +2.1% | -15.9% | -14.3% |
| 30D | -15.1% | +10.6% | -25.7% | -17.5% |
| 3M | -22.7% | +10.3% | -33.1% | -25.0% |
| 6M | -34.7% | +31.1% | -65.8% | -39.9% |
| YTD | -35.0% | +32.1% | -67.1% | -40.5% |
| 1Y | -40.4% | +32.8% | -73.2% | -45.5% |
| 3Y | +21.9% | +111.3% | -89.4% | -4.5% |
| 5Y | -39.9% | +147.5% | -187.4% | -55.5% |
| All | +11.7% | +342.6% | -330.8% | -27.4% |
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 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