+15,687.7%
BN vs CCEP
+7,553.0%
+8,134.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +5.3% | +2.6% | +2.8% | +4.6% |
| 30D | +11.9% | +15.1% | -3.2% | +7.5% |
| 3M | -5.7% | +7.3% | -13.0% | -7.7% |
| 6M | -10.6% | +23.4% | -34.0% | -16.1% |
| YTD | -9.4% | +29.4% | -38.8% | -16.3% |
| 1Y | -8.8% | +34.2% | -43.0% | -16.7% |
| 3Y | +95.6% | +108.4% | -12.7% | +57.1% |
| 5Y | +30.2% | +147.3% | -117.1% | -0.7% |
| 10Y | +277.0% | +301.3% | -24.3% | +153.5% |
| All | +15,687.7% | +7,553.0% | +8,134.7% | +5,104.4% |
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