+6,320.2%
BDX vs CCEP
+7,713.8%
-1,393.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.9% | +2.1% | +0.8% | +2.5% |
| 30D | +15.4% | +10.6% | +4.8% | +13.3% |
| 3M | +20.5% | +10.3% | +10.2% | +18.3% |
| 6M | +53.2% | +31.1% | +22.1% | +45.5% |
| YTD | +45.7% | +32.1% | +13.6% | +38.0% |
| 1Y | +47.3% | +32.8% | +14.4% | +39.3% |
| 3Y | +25.1% | +111.3% | -86.3% | +8.4% |
| 5Y | +27.4% | +147.5% | -120.1% | +6.4% |
| 10Y | +95.4% | +338.1% | -242.7% | +43.6% |
| All | +6,320.2% | +7,713.8% | -1,393.6% | +2,583.9% |
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