-9.5%
BDX vs CCEP
+84.3%
-93.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.2% |
| 7D | -4.1% | -3.7% | -0.4% | -3.1% |
| 30D | +0.1% | -2.1% | +2.2% | +0.7% |
| 3M | +18.3% | +7.2% | +11.1% | +15.6% |
| 6M | +10.1% | +3.3% | +6.9% | +8.8% |
| YTD | +19.4% | +15.7% | +3.7% | +13.8% |
| 1Y | +22.3% | +16.6% | +5.8% | +16.1% |
| All | -9.5% | +84.3% | -93.8% | -23.3% |
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