+30.3%
BIL vs CCEP
+1,388.8%
-1,358.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | -3.1% | +3.1% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +0.9% | +14.9% | -14.0% | +1.0% |
| 6M | +1.8% | +2.3% | -0.4% | +1.8% |
| YTD | +2.4% | +17.8% | -15.4% | +2.5% |
| 1Y | +3.7% | +24.2% | -20.5% | +3.8% |
| 3Y | +14.2% | +84.7% | -70.6% | +14.3% |
| 5Y | +19.4% | +103.2% | -83.8% | +19.6% |
| 10Y | +25.2% | +257.4% | -232.2% | +25.5% |
| All | +30.3% | +1,388.8% | -1,358.5% | +31.5% |
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