-30.0%
BAX vs CCEP
+85.5%
-115.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.5% |
| 7D | -1.1% | -3.1% | +1.9% | +0.3% |
| 30D | -5.5% | -2.6% | -2.9% | -4.3% |
| 3M | +33.5% | +14.9% | +18.6% | +24.7% |
| 6M | +35.9% | +2.3% | +33.6% | +33.5% |
| YTD | +35.4% | +17.8% | +17.5% | +25.4% |
| 1Y | +9.8% | +24.2% | -14.5% | -0.7% |
| All | -30.0% | +85.5% | -115.5% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling