+74.2%
BND vs CCEP
+1,753.5%
-1,679.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | +0.6% | +10.6% | -10.0% | +0.4% |
| 3M | -1.6% | +10.3% | -11.9% | -1.8% |
| 6M | -1.5% | +31.1% | -32.6% | -2.0% |
| YTD | -1.5% | +32.1% | -33.6% | -1.9% |
| 1Y | -1.1% | +32.8% | -33.9% | -1.5% |
| 3Y | +13.6% | +111.3% | -97.7% | +12.3% |
| 5Y | -1.8% | +147.5% | -149.3% | -3.2% |
| 10Y | +17.0% | +338.1% | -321.1% | +14.8% |
| All | +74.2% | +1,753.5% | -1,679.3% | +60.3% |
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