+875.9%
BAX vs CCEP
+6,869.6%
-5,993.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | -1.1% | -3.1% | +1.9% | -0.5% |
| 30D | -5.5% | -2.6% | -2.9% | -5.0% |
| 3M | +33.5% | +14.9% | +18.6% | +29.7% |
| 6M | +35.9% | +2.3% | +33.6% | +35.3% |
| YTD | +35.4% | +17.8% | +17.5% | +30.9% |
| 1Y | +9.8% | +24.2% | -14.5% | +4.9% |
| 3Y | -32.7% | +84.7% | -117.5% | -40.7% |
| 5Y | -65.6% | +103.2% | -168.7% | -70.5% |
| 10Y | -34.9% | +257.4% | -292.3% | -51.0% |
| All | +875.9% | +6,869.6% | -5,993.7% | +273.2% |
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