+95.6%
BN vs CCEP
+109.7%
-14.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +5.3% | +2.6% | +2.8% | +4.5% |
| 30D | +11.9% | +15.1% | -3.2% | +7.0% |
| 3M | -5.7% | +7.3% | -13.0% | -7.9% |
| 6M | -10.6% | +23.4% | -34.0% | -17.0% |
| YTD | -9.4% | +29.4% | -38.8% | -17.8% |
| 1Y | -8.8% | +34.2% | -43.0% | -18.5% |
| 3Y | +95.6% | +108.4% | -12.7% | +47.8% |
| All | +95.6% | +109.7% | -14.1% | +47.8% |
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