+83.2%
BN vs CCEP
+86.4%
-3.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | -2.5% | -3.1% | +0.6% | -1.4% |
| 30D | -9.5% | -2.6% | -6.9% | -8.7% |
| 3M | -10.4% | +14.9% | -25.3% | -15.4% |
| 6M | -6.4% | +2.3% | -8.6% | -7.5% |
| YTD | -11.9% | +17.8% | -29.7% | -18.3% |
| 1Y | -8.6% | +24.2% | -32.8% | -17.8% |
| All | +83.2% | +86.4% | -3.2% | +21.6% |
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