-37.1%
BAX vs CCEP
+244.1%
-281.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.0% |
| 7D | -2.4% | -1.0% | -1.5% | -2.2% |
| 30D | -9.7% | -1.6% | -8.1% | -9.3% |
| 3M | +29.3% | +11.9% | +17.4% | +24.7% |
| 6M | +40.7% | +7.5% | +33.2% | +37.4% |
| YTD | +30.3% | +18.7% | +11.5% | +23.4% |
| 1Y | +3.4% | +21.4% | -18.0% | -2.8% |
| 3Y | -32.0% | +89.1% | -121.1% | -44.0% |
| 5Y | -66.9% | +108.7% | -175.6% | -73.8% |
| 10Y | -37.1% | +241.0% | -278.0% | -55.1% |
| All | -37.1% | +244.1% | -281.1% | -55.1% |
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