+30.9%
BLK vs CCEP
+105.7%
-74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.2% | -5.7% | +0.6% | -2.7% |
| 30D | -7.0% | -3.4% | -3.6% | -5.6% |
| 3M | +5.7% | +5.5% | +0.1% | +2.8% |
| 6M | +11.0% | +2.2% | +8.8% | +9.3% |
| YTD | +0.9% | +14.6% | -13.8% | -6.3% |
| 1Y | -1.6% | +18.9% | -20.5% | -10.4% |
| 3Y | +64.5% | +82.6% | -18.1% | +16.9% |
| 5Y | +30.9% | +107.0% | -76.1% | -17.2% |
| All | +30.9% | +105.7% | -74.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling