+263.2%
BAC vs CCEP
+301.0%
-37.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.2% | +2.6% | -3.7% | -2.4% |
| 30D | -7.7% | +15.1% | -22.8% | -13.8% |
| 3M | -21.2% | +7.3% | -28.4% | -24.1% |
| 6M | -6.8% | +23.4% | -30.3% | -16.4% |
| YTD | -8.7% | +29.4% | -38.1% | -20.5% |
| 1Y | -5.3% | +34.2% | -39.5% | -19.1% |
| 3Y | +87.4% | +108.4% | -20.9% | +25.0% |
| 5Y | +18.9% | +147.3% | -128.3% | -29.3% |
| All | +263.2% | +301.0% | -37.8% | +87.2% |
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