+1,090.1%
BAC vs CCEP
+7,605.8%
-6,515.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -6.4% | +11.0% | -17.4% | -10.1% |
| 3M | -21.7% | +9.2% | -30.9% | -24.5% |
| 6M | +0.5% | +27.2% | -26.7% | -8.7% |
| YTD | -6.7% | +30.3% | -37.0% | -16.4% |
| 1Y | -4.7% | +28.7% | -33.3% | -14.2% |
| 3Y | +96.1% | +109.4% | -13.3% | +44.8% |
| 5Y | +21.7% | +144.1% | -122.4% | -16.0% |
| 10Y | +232.0% | +332.0% | -100.0% | +82.9% |
| All | +1,090.1% | +7,605.8% | -6,515.7% | +150.4% |
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