-33.9%
BAX vs CCEP
+299.9%
-333.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +9.0% | +1.7% | +7.4% | +8.4% |
| 30D | +8.5% | +12.7% | -4.2% | +4.2% |
| 3M | -4.1% | +8.5% | -12.6% | -6.8% |
| 6M | +46.9% | +25.6% | +21.4% | +36.3% |
| YTD | +38.4% | +30.9% | +7.5% | +26.8% |
| 1Y | +47.0% | +32.0% | +15.0% | +34.5% |
| 3Y | -14.9% | +110.9% | -125.9% | -32.3% |
| 5Y | -62.5% | +138.5% | -201.0% | -71.5% |
| 10Y | -33.9% | +302.3% | -336.2% | -55.7% |
| All | -33.9% | +299.9% | -333.8% | -55.7% |
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 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