-31.3%
BABA vs CCEP
+105.1%
-136.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.6% |
| 7D | -4.8% | -3.1% | -1.7% | -3.6% |
| 30D | -11.9% | -2.6% | -9.3% | -11.1% |
| 3M | -9.3% | +14.9% | -24.2% | -15.2% |
| 6M | -14.2% | +2.3% | -16.5% | -15.7% |
| YTD | -22.0% | +17.8% | -39.9% | -28.3% |
| 1Y | -12.7% | +24.2% | -36.9% | -22.2% |
| 3Y | +26.7% | +84.7% | -58.1% | -12.4% |
| All | -31.3% | +105.1% | -136.4% | -58.0% |
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