-28.3%
BABA vs CCEP
+148.1%
-176.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +11.6% | +2.6% | +9.1% | +10.5% |
| 30D | +2.3% | +15.1% | -12.9% | -3.7% |
| 3M | -13.7% | +7.3% | -21.0% | -16.4% |
| 6M | -21.9% | +23.4% | -45.3% | -29.4% |
| YTD | -24.6% | +29.4% | -54.1% | -33.6% |
| 1Y | -34.1% | +34.2% | -68.3% | -43.1% |
| 3Y | +36.3% | +108.4% | -72.1% | -12.0% |
| All | -28.3% | +148.1% | -176.4% | -60.1% |
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