+1,376.8%
BAC vs CCEP
+6,869.6%
-5,492.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.1% |
| 7D | +1.1% | -3.1% | +4.2% | +2.2% |
| 30D | -0.4% | -2.6% | +2.2% | +0.5% |
| 3M | +16.9% | +14.9% | +2.0% | +10.7% |
| 6M | +26.6% | +2.3% | +24.4% | +25.0% |
| YTD | +15.8% | +17.8% | -2.1% | +8.0% |
| 1Y | +27.2% | +24.2% | +3.0% | +16.1% |
| 3Y | +132.4% | +84.7% | +47.7% | +80.4% |
| 5Y | +72.6% | +103.2% | -30.6% | +27.6% |
| 10Y | +389.7% | +257.4% | +132.4% | +188.6% |
| All | +1,376.8% | +6,869.6% | -5,492.8% | +223.7% |
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