+28.2%
BABA vs CCEP
+338.5%
-310.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | -4.8% | -3.1% | -1.7% | -3.9% |
| 30D | -11.9% | -2.6% | -9.3% | -11.3% |
| 3M | -9.3% | +14.9% | -24.2% | -13.2% |
| 6M | -14.2% | +2.3% | -16.5% | -15.2% |
| YTD | -22.0% | +17.8% | -39.9% | -26.1% |
| 1Y | -12.7% | +24.2% | -36.9% | -18.8% |
| 3Y | +26.7% | +84.7% | -58.1% | +3.3% |
| 5Y | -29.3% | +103.2% | -132.5% | -44.8% |
| 10Y | +21.2% | +257.4% | -236.1% | -20.7% |
| All | +28.2% | +338.5% | -310.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling