+22.3%
BABA vs CCEP
+386.4%
-364.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.3% |
| 7D | +8.6% | +5.7% | +2.8% | +6.9% |
| 30D | -1.1% | +15.3% | -16.4% | -5.1% |
| 3M | -15.9% | +8.0% | -23.9% | -17.9% |
| 6M | -17.5% | +26.7% | -44.3% | -23.4% |
| YTD | -25.6% | +30.7% | -56.3% | -31.6% |
| 1Y | -33.8% | +36.5% | -70.4% | -40.1% |
| 3Y | +34.6% | +111.1% | -76.5% | +5.6% |
| 5Y | -27.7% | +149.7% | -177.4% | -46.4% |
| 10Y | +17.7% | +305.3% | -287.6% | -25.7% |
| All | +22.3% | +386.4% | -364.0% | -26.4% |
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 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