+16,294.4%
BN vs CCEP
+7,642.7%
+8,651.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.7% | +3.5% |
| 7D | +3.6% | +1.7% | +2.0% | +3.2% |
| 30D | +15.9% | +12.7% | +3.2% | +12.0% |
| 3M | -2.3% | +8.5% | -10.8% | -4.7% |
| 6M | -8.4% | +25.6% | -34.0% | -14.5% |
| YTD | -5.9% | +30.9% | -36.8% | -13.4% |
| 1Y | -5.6% | +32.0% | -37.6% | -13.3% |
| 3Y | +104.2% | +110.9% | -6.7% | +63.4% |
| 5Y | +35.5% | +138.5% | -103.0% | +4.4% |
| 10Y | +285.2% | +302.3% | -17.1% | +158.7% |
| All | +16,294.4% | +7,642.7% | +8,651.7% | +5,287.0% |
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