+15,251.3%
BN vs CCEP
+6,869.6%
+8,381.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -2.5% | -3.1% | +0.6% | -1.6% |
| 30D | -9.5% | -2.6% | -6.9% | -8.9% |
| 3M | -10.4% | +14.9% | -25.3% | -14.0% |
| 6M | -6.4% | +2.3% | -8.6% | -7.3% |
| YTD | -11.9% | +17.8% | -29.7% | -16.4% |
| 1Y | -8.6% | +24.2% | -32.8% | -14.7% |
| 3Y | +77.6% | +84.7% | -7.2% | +47.7% |
| 5Y | +37.0% | +103.2% | -66.2% | +10.4% |
| 10Y | +266.4% | +257.4% | +9.0% | +154.3% |
| All | +15,251.3% | +6,869.6% | +8,381.7% | +5,100.9% |
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